+100.5%
SIMO vs AMDL
+108.7%
-8.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -10.1% |
| 7D | -16.9% | -30.7% | +13.8% | -7.4% |
| 30D | -35.4% | -43.8% | +8.4% | -23.4% |
| 3M | -31.9% | -24.5% | -7.4% | -26.6% |
| 6M | -19.3% | +44.7% | -64.0% | -22.7% |
| YTD | +98.5% | +204.0% | -105.5% | +69.7% |
| 1Y | +100.5% | +109.1% | -8.6% | +82.4% |
| All | +100.5% | +108.7% | -8.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling