+6,351.7%
AMD vs SIMO
+379.7%
+5,972.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.2% | +6.9% | +9.2% |
| 7D | -11.0% | -22.0% | +10.9% | -0.3% |
| 30D | -30.5% | -43.0% | +12.6% | -10.7% |
| 3M | -8.2% | -39.1% | +30.9% | +12.5% |
| 6M | +6.6% | -33.3% | +39.8% | +24.6% |
| YTD | +109.7% | +77.0% | +32.7% | +46.6% |
| 1Y | +88.9% | +73.0% | +15.9% | +33.6% |
| 3Y | +301.8% | +215.7% | +86.1% | +107.7% |
| 5Y | +229.4% | +155.6% | +73.7% | +75.7% |
| All | +6,351.7% | +379.7% | +5,972.0% | +2,209.4% |
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