+35.8%
AMC vs SIMO
+92.3%
-56.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.3% |
| 7D | +8.4% | +14.9% | -6.4% | +8.2% |
| 30D | +9.2% | -27.0% | +36.1% | +8.9% |
| 3M | +32.0% | -25.4% | +57.4% | +32.0% |
| 6M | +149.3% | -30.3% | +179.5% | +149.7% |
| YTD | +114.1% | +95.8% | +18.3% | +80.1% |
| 1Y | +35.8% | +100.0% | -64.3% | +12.7% |
| All | +35.8% | +92.3% | -56.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling