-71.9%
AMC vs SIMO
+202.0%
-273.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.4% | +1.9% | -11.6% |
| 7D | 0.0% | -31.4% | +31.4% | +2.0% |
| 30D | +4.4% | -45.2% | +49.6% | +7.4% |
| 3M | +15.4% | -36.5% | +51.9% | +17.6% |
| 6M | +93.7% | -34.2% | +127.9% | +94.6% |
| YTD | +97.4% | +69.9% | +27.5% | +70.3% |
| 1Y | +23.2% | +60.4% | -37.2% | +7.1% |
| All | -71.9% | +202.0% | -273.9% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling