-99.8%
AMIX vs SIMO
+341.6%
-441.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -4.5% |
| 7D | -13.7% | +4.2% | -18.0% | -15.0% |
| 30D | -62.1% | +4.1% | -66.2% | -63.1% |
| 3M | -46.2% | -12.9% | -33.3% | -44.0% |
| 6M | -46.4% | +110.3% | -156.8% | -47.0% |
| YTD | -60.3% | +178.6% | -238.8% | -62.4% |
| 1Y | -79.7% | +220.0% | -299.7% | -81.0% |
| All | -99.8% | +341.6% | -441.4% | -99.8% |
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