+133.5%
AMT vs SIMO
+453.3%
-319.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.7% | -0.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | +4.2% | -25.4% | +29.6% | +4.8% |
| 3M | +13.4% | -17.8% | +31.2% | +13.6% |
| 6M | +9.4% | -29.6% | +38.9% | +9.4% |
| YTD | +11.7% | +100.3% | -88.6% | +4.4% |
| 1Y | +7.1% | +100.4% | -93.2% | +0.1% |
| 3Y | +15.1% | +246.1% | -231.0% | +1.4% |
| 5Y | -17.9% | +189.8% | -207.7% | -28.0% |
| 10Y | +133.5% | +434.6% | -301.1% | +82.2% |
| All | +133.5% | +453.3% | -319.8% | +82.2% |
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