+417.8%
SIMO vs AMBA
+0.6%
+417.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | +14.9% | +10.7% | +4.2% | +11.5% |
| 30D | -27.0% | -5.0% | -22.0% | -25.3% |
| 3M | -25.4% | -26.9% | +1.5% | -17.8% |
| 6M | -30.3% | -21.9% | -8.3% | -26.2% |
| YTD | +95.8% | -13.8% | +109.6% | +99.3% |
| 1Y | +100.0% | -36.1% | +136.1% | +119.1% |
| 3Y | +238.3% | +21.6% | +216.6% | +197.3% |
| 5Y | +187.6% | -68.8% | +256.3% | +226.5% |
| All | +417.8% | +0.6% | +417.1% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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