+384.8%
SIMO vs AMBA
-0.9%
+385.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +2.3% |
| 7D | -22.0% | -7.2% | -14.8% | -19.9% |
| 30D | -43.0% | -10.4% | -32.7% | -40.8% |
| 3M | -39.1% | -30.1% | -9.0% | -32.1% |
| 6M | -33.3% | -22.4% | -10.9% | -29.3% |
| YTD | +77.0% | -17.3% | +94.3% | +82.2% |
| 1Y | +73.0% | -35.4% | +108.4% | +88.8% |
| 3Y | +215.7% | +18.6% | +197.1% | +179.4% |
| 5Y | +155.6% | -69.8% | +225.5% | +192.7% |
| All | +384.8% | -0.9% | +385.7% | +255.9% |
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