+1,200.9%
AMT vs SIMO
+1,993.5%
-792.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +13.9% | +0.9% |
| 7D | +4.4% | -31.4% | +35.7% | +7.9% |
| 30D | +17.7% | -45.2% | +62.9% | +23.9% |
| 3M | +16.7% | -36.5% | +53.2% | +20.3% |
| 6M | +11.1% | -34.2% | +45.3% | +12.2% |
| YTD | +13.9% | +69.9% | -56.0% | +1.2% |
| 1Y | +12.5% | +60.4% | -47.9% | +0.6% |
| 3Y | +13.2% | +203.1% | -190.0% | -8.7% |
| 5Y | -17.9% | +145.4% | -163.3% | -33.8% |
| 10Y | +122.8% | +368.9% | -246.1% | +56.7% |
| All | +1,200.9% | +1,993.5% | -792.6% | +426.2% |
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 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