+515.5%
SIMO vs AMBA
-7.1%
+522.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.9% |
| 7D | +4.2% | -11.0% | +15.2% | +7.7% |
| 30D | +4.1% | -23.2% | +27.3% | +12.3% |
| 3M | -12.9% | -12.7% | -0.2% | -10.5% |
| 6M | +110.3% | +11.2% | +99.1% | +101.4% |
| YTD | +178.6% | -11.2% | +189.8% | +179.2% |
| 1Y | +220.0% | -22.5% | +242.5% | +229.5% |
| 3Y | +409.0% | -1.3% | +410.4% | +367.0% |
| 5Y | +277.3% | -54.2% | +331.5% | +280.6% |
| All | +515.5% | -7.1% | +522.5% | +342.9% |
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