+84.6%
SIMO vs AMDL
+127.5%
-42.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.8% | -21.1% | -2.8% |
| 7D | -8.5% | +10.3% | -18.7% | -13.7% |
| 30D | -34.8% | -38.3% | +3.4% | -26.9% |
| 3M | -32.8% | -8.7% | -24.1% | -33.0% |
| 6M | -32.0% | -14.4% | -17.7% | -31.3% |
| YTD | +87.0% | +206.9% | -119.9% | +57.7% |
| All | +84.6% | +127.5% | -42.9% | +62.7% |
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