+217.9%
SIMO vs AMCR
+14.2%
+203.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | -2.4% | +6.5% | +4.3% |
| 30D | -24.0% | +3.6% | -27.6% | -24.5% |
| 3M | -31.8% | -4.2% | -27.6% | -31.5% |
| 6M | -36.9% | +15.5% | -52.4% | -39.5% |
| YTD | +84.8% | +9.7% | +75.1% | +79.3% |
| 1Y | +99.0% | +8.3% | +90.7% | +93.8% |
| 3Y | +217.9% | +15.4% | +202.6% | +213.6% |
| All | +217.9% | +14.2% | +203.7% | +213.6% |
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