-99.9%
AMIX vs SIMO
+193.0%
-292.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.7% |
| 7D | -9.9% | +4.1% | -14.0% | -11.6% |
| 30D | -52.8% | -24.0% | -28.8% | -49.7% |
| 3M | -80.0% | -31.8% | -48.3% | -78.5% |
| 6M | -80.2% | -36.9% | -43.3% | -77.5% |
| YTD | -88.1% | +84.8% | -173.0% | -87.7% |
| 1Y | -91.1% | +99.0% | -190.1% | -90.9% |
| All | -99.9% | +193.0% | -292.9% | -99.9% |
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