-98.9%
AMC vs SIMO
+502.1%
-601.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +3.2% |
| 7D | +2.3% | +4.2% | -1.9% | +1.8% |
| 30D | -0.7% | +4.1% | -4.8% | -1.7% |
| 3M | +35.2% | -12.9% | +48.1% | +35.5% |
| 6M | +124.6% | +110.3% | +14.2% | +88.2% |
| YTD | +69.9% | +178.6% | -108.7% | +33.6% |
| 1Y | -2.6% | +220.0% | -222.6% | -25.8% |
| 3Y | -79.8% | +409.0% | -488.8% | -86.3% |
| 5Y | -99.4% | +277.3% | -376.7% | -99.6% |
| All | -98.9% | +502.1% | -601.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling