+142.4%
AMT vs SIMO
+394.4%
-252.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.1% |
| 7D | +1.5% | +4.1% | -2.6% | +1.4% |
| 30D | +6.8% | -24.0% | +30.8% | +7.4% |
| 3M | +11.2% | -31.8% | +43.0% | +11.9% |
| 6M | +12.5% | -36.9% | +49.4% | +12.8% |
| YTD | +12.5% | +84.8% | -72.3% | +5.3% |
| 1Y | +10.1% | +99.0% | -88.9% | +2.5% |
| 3Y | +16.0% | +217.9% | -201.9% | +2.4% |
| 5Y | -17.2% | +171.5% | -188.6% | -27.4% |
| All | +142.4% | +394.4% | -252.0% | +89.4% |
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 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