+2,718.8%
AMD vs SIMO
+2,345.4%
+373.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +4.4% |
| 7D | -15.5% | -16.9% | +1.4% | -10.0% |
| 30D | -22.6% | -35.4% | +12.7% | -10.3% |
| 3M | -5.7% | -31.9% | +26.1% | +6.0% |
| 6M | +43.1% | -19.3% | +62.4% | +51.9% |
| YTD | +128.2% | +98.5% | +29.8% | +68.4% |
| 1Y | +95.5% | +100.5% | -5.0% | +43.8% |
| 3Y | +335.4% | +254.1% | +81.4% | +161.2% |
| 5Y | +255.5% | +187.4% | +68.1% | +119.6% |
| 10Y | +7,350.9% | +447.7% | +6,903.2% | +3,498.1% |
| All | +2,718.8% | +2,345.4% | +373.4% | +463.4% |
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 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