+2,414.4%
SIMO vs AMCR
+100.2%
+2,314.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | -1.9% | +6.1% | +4.6% |
| 30D | +4.1% | -4.1% | +8.2% | +4.7% |
| 3M | -12.9% | +21.7% | -34.6% | -16.3% |
| 6M | +110.3% | +1.5% | +108.9% | +108.4% |
| YTD | +178.6% | +13.1% | +165.5% | +170.1% |
| 1Y | +220.0% | +13.0% | +207.0% | +210.1% |
| 3Y | +409.0% | +6.9% | +402.1% | +396.7% |
| 5Y | +277.3% | -10.5% | +287.8% | +276.2% |
| 10Y | +506.6% | +20.9% | +485.7% | +454.1% |
| All | +2,414.4% | +100.2% | +2,314.2% | +2,204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling