+148.9%
SIMO vs AMDL
+87.1%
+61.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +26.8% | -21.1% | -1.3% |
| 7D | -8.2% | +10.3% | -18.4% | -12.4% |
| 30D | -34.6% | -38.3% | +3.7% | -28.0% |
| 3M | -32.6% | -8.7% | -23.9% | -32.7% |
| 6M | -31.8% | -14.4% | -17.4% | -31.9% |
| YTD | +87.6% | +206.9% | -119.3% | +40.7% |
| 1Y | +86.7% | +144.4% | -57.7% | +44.6% |
| All | +148.9% | +87.1% | +61.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling