+73.0%
SIMO vs AMDL
+62.4%
+10.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +22.3% | -18.1% | -3.0% |
| 7D | -22.0% | -26.2% | +4.2% | -15.8% |
| 30D | -43.0% | -57.1% | +14.0% | -28.0% |
| 3M | -39.1% | -29.8% | -9.3% | -33.6% |
| 6M | -33.3% | -22.2% | -11.1% | -28.3% |
| YTD | +77.0% | +142.1% | -65.2% | +62.1% |
| 1Y | +73.0% | +85.8% | -12.8% | +64.0% |
| All | +73.0% | +62.4% | +10.6% | +64.0% |
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