-20.3%
AMT vs SIMO
+154.7%
-175.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.8% | -2.6% |
| 7D | +0.5% | -22.0% | +22.5% | +0.1% |
| 30D | +13.6% | -43.0% | +56.7% | +12.6% |
| 3M | +11.5% | -39.1% | +50.6% | +10.7% |
| 6M | +6.9% | -33.3% | +40.2% | +6.3% |
| YTD | +10.8% | +77.0% | -66.1% | +9.1% |
| 1Y | +10.3% | +73.0% | -62.7% | +8.6% |
| 3Y | +12.4% | +215.7% | -203.3% | +7.6% |
| All | -20.3% | +154.7% | -175.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling