+452.3%
SIMO vs AMCR
+10.1%
+442.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | +14.6% | -1.8% | +16.4% | +14.9% |
| 30D | +6.2% | -6.0% | +12.2% | +7.1% |
| 3M | +3.6% | +18.9% | -15.4% | -1.0% |
| 6M | +130.8% | +5.7% | +125.1% | +127.3% |
| YTD | +195.8% | +11.1% | +184.7% | +187.1% |
| 1Y | +225.0% | +12.7% | +212.3% | +213.5% |
| 3Y | +452.3% | +9.6% | +442.7% | +454.9% |
| All | +452.3% | +10.1% | +442.2% | +454.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling