+415.5%
SIMO vs AMBA
-1.0%
+416.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +4.2% | -11.0% | +15.2% | +8.6% |
| 30D | +4.1% | -23.2% | +27.3% | +14.4% |
| 3M | -12.9% | -12.7% | -0.2% | -10.0% |
| 6M | +110.3% | +11.2% | +99.1% | +98.9% |
| YTD | +178.6% | -11.2% | +189.8% | +176.7% |
| 1Y | +220.0% | -22.5% | +242.5% | +227.7% |
| All | +415.5% | -1.0% | +416.4% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling