+170.0%
SIMO vs AMCR
-9.1%
+179.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | -2.4% | +6.5% | +4.4% |
| 30D | -24.0% | +3.6% | -27.6% | -24.6% |
| 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% | +78.8% |
| 1Y | +99.0% | +8.3% | +90.7% | +93.1% |
| 3Y | +217.9% | +15.4% | +202.6% | +204.4% |
| All | +170.0% | -9.1% | +179.1% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling