-97.7%
AMC vs SIMO
+1,335.0%
-1,432.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.4% | +1.9% | -10.6% |
| 7D | 0.0% | -31.4% | +31.4% | +4.8% |
| 30D | +4.4% | -45.2% | +49.6% | +12.3% |
| 3M | +15.4% | -36.5% | +51.9% | +20.9% |
| 6M | +93.7% | -34.2% | +127.9% | +97.3% |
| YTD | +97.4% | +69.9% | +27.5% | +66.3% |
| 1Y | +23.2% | +60.4% | -37.2% | +4.8% |
| 3Y | -71.3% | +203.1% | -274.4% | -78.8% |
| 5Y | -99.3% | +145.4% | -244.7% | -99.4% |
| 10Y | -98.7% | +368.9% | -467.6% | -99.1% |
| All | -97.7% | +1,335.0% | -1,432.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling