+579.5%
SIMO vs AMCR
+16.8%
+562.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.7% |
| 7D | +14.5% | -6.3% | +20.8% | +16.1% |
| 30D | +20.4% | -7.1% | +27.6% | +22.2% |
| 3M | +7.1% | +12.7% | -5.5% | +3.2% |
| 6M | +129.2% | +5.2% | +124.1% | +123.8% |
| YTD | +201.9% | +8.1% | +193.9% | +192.1% |
| 1Y | +235.5% | +11.7% | +223.8% | +221.3% |
| 3Y | +463.8% | +9.9% | +453.9% | +438.7% |
| 5Y | +306.7% | -8.7% | +315.4% | +301.6% |
| All | +579.5% | +16.8% | +562.6% | +486.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling