+365.5%
SIMO vs AMBA
-6.6%
+372.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.4% | -5.0% | -11.6% |
| 7D | -31.4% | -14.6% | -16.8% | -27.8% |
| 30D | -45.2% | -18.8% | -26.4% | -41.3% |
| 3M | -36.5% | -32.6% | -3.9% | -28.3% |
| 6M | -34.2% | -25.8% | -8.4% | -29.3% |
| YTD | +69.9% | -22.1% | +92.0% | +78.1% |
| 1Y | +60.4% | -36.2% | +96.6% | +75.8% |
| 3Y | +203.1% | +10.0% | +193.1% | +174.2% |
| 5Y | +145.4% | -71.6% | +217.0% | +186.1% |
| All | +365.5% | -6.6% | +372.0% | +247.8% |
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