+124.5%
AMT vs SIMO
+436.4%
-311.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | 0.0% |
| 7D | +0.4% | -8.2% | +8.5% | +0.5% |
| 30D | +3.7% | -34.6% | +38.3% | +4.7% |
| 3M | +10.7% | -32.6% | +43.4% | +11.5% |
| 6M | +9.3% | -31.8% | +41.1% | +9.2% |
| YTD | +10.9% | +87.6% | -76.7% | +3.9% |
| 1Y | +10.5% | +86.7% | -76.1% | +3.4% |
| 3Y | +15.5% | +227.4% | -211.9% | +1.8% |
| 5Y | -20.6% | +173.0% | -193.6% | -30.3% |
| 10Y | +124.5% | +409.6% | -285.1% | +74.0% |
| All | +124.5% | +436.4% | -311.8% | +74.0% |
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 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