-99.2%
AMC vs SIMO
+170.3%
-269.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.7% |
| 7D | +3.5% | +4.1% | -0.6% | +2.7% |
| 30D | +12.5% | -24.0% | +36.4% | +17.1% |
| 3M | +23.6% | -31.8% | +55.3% | +29.7% |
| 6M | +144.4% | -36.9% | +181.2% | +152.1% |
| YTD | +108.3% | +84.8% | +23.5% | +49.1% |
| 1Y | +38.9% | +99.0% | -60.1% | -3.3% |
| 3Y | -58.9% | +217.9% | -276.8% | -77.8% |
| All | -99.2% | +170.3% | -269.6% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling