-80.9%
AMIX vs SIMO
-32.4%
-48.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -14.4% | +8.8% | +4.4% |
| 7D | -25.5% | -31.4% | +5.9% | -4.1% |
| 30D | -56.2% | -45.2% | -11.0% | -34.5% |
| 3M | -87.4% | -36.5% | -50.9% | -85.2% |
| 6M | -80.9% | -34.2% | -46.7% | -70.6% |
| All | -80.9% | -32.4% | -48.5% | -70.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling