+196.6%
AMD vs SIMO
+144.7%
+51.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.4% | -2.9% | -11.0% |
| 7D | -28.6% | -31.4% | +2.8% | -15.7% |
| 30D | -37.7% | -45.2% | +7.4% | -19.7% |
| 3M | -16.1% | -36.5% | +20.4% | 0.0% |
| 6M | +13.8% | -34.2% | +48.0% | +33.9% |
| YTD | +88.8% | +69.9% | +18.9% | +39.7% |
| 1Y | +57.8% | +60.4% | -2.6% | +20.1% |
| 3Y | +260.3% | +203.1% | +57.1% | +98.7% |
| 5Y | +196.6% | +145.4% | +51.2% | +80.0% |
| All | +196.6% | +144.7% | +51.9% | +80.0% |
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