+1,066.6%
AMT vs SIMO
+3,332.4%
-2,265.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.9% |
| 7D | -0.2% | +4.2% | -4.4% | -0.7% |
| 30D | +4.6% | +4.1% | +0.5% | +3.8% |
| 3M | -8.4% | -12.9% | +4.4% | -8.6% |
| 6M | -6.0% | +110.3% | -116.4% | -16.3% |
| YTD | +2.1% | +178.6% | -176.4% | -12.6% |
| 1Y | -6.4% | +220.0% | -226.4% | -21.5% |
| 3Y | +8.1% | +409.0% | -401.0% | -16.4% |
| 5Y | -31.9% | +277.3% | -309.2% | -46.8% |
| 10Y | +97.1% | +506.6% | -409.5% | +37.4% |
| All | +1,066.6% | +3,332.4% | -2,265.7% | +354.4% |
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 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