+145.4%
SIMO vs AMBA
-72.1%
+217.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.4% | -5.0% | -11.4% |
| 7D | -31.4% | -14.6% | -16.8% | -27.6% |
| 30D | -45.2% | -18.8% | -26.4% | -41.1% |
| 3M | -36.5% | -32.6% | -3.9% | -27.9% |
| 6M | -34.2% | -25.8% | -8.4% | -29.0% |
| YTD | +69.9% | -22.1% | +92.0% | +78.4% |
| 1Y | +60.4% | -36.2% | +96.6% | +76.0% |
| 3Y | +203.1% | +10.0% | +193.1% | +175.7% |
| 5Y | +145.4% | -71.6% | +217.0% | +184.9% |
| All | +145.4% | -72.1% | +217.5% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling