+84.4%
SIMO vs AMDL
+134.9%
-50.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.6% |
| 7D | -16.0% | +5.4% | -21.4% | -19.8% |
| 30D | -35.8% | -36.6% | +0.9% | -28.5% |
| 3M | -26.5% | -1.0% | -25.5% | -28.5% |
| 6M | -33.0% | -12.1% | -20.9% | -32.9% |
| YTD | +84.3% | +215.1% | -130.8% | +54.4% |
| All | +84.4% | +134.9% | -50.5% | +60.0% |
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