+220.0%
SIMO vs AMCR
+11.5%
+208.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.5% |
| 7D | +4.2% | -3.3% | +7.5% | +3.9% |
| 30D | +4.1% | -5.4% | +9.5% | +3.7% |
| 3M | -12.9% | +20.0% | -32.8% | -14.1% |
| 6M | +110.3% | 0.0% | +110.3% | +115.6% |
| YTD | +178.6% | +11.5% | +167.1% | +188.4% |
| 1Y | +220.0% | +11.4% | +208.6% | +248.4% |
| All | +220.0% | +11.5% | +208.5% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling