+1,667.1%
SIMO vs AMCR
+100.3%
+1,566.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.1% |
| 7D | +14.9% | -4.5% | +19.3% | +15.6% |
| 30D | -27.0% | +4.9% | -31.8% | -27.7% |
| 3M | -25.4% | -4.6% | -20.8% | -25.1% |
| 6M | -30.3% | +15.2% | -45.4% | -32.6% |
| YTD | +95.8% | +9.7% | +86.0% | +90.1% |
| 1Y | +100.0% | +10.5% | +89.5% | +93.9% |
| 3Y | +238.3% | +13.8% | +224.4% | +225.4% |
| 5Y | +187.6% | -9.1% | +196.7% | +185.0% |
| 10Y | +422.5% | +18.6% | +403.9% | +374.9% |
| All | +1,667.1% | +100.3% | +1,566.9% | +1,512.5% |
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