+269.6%
SIMO vs AMDL
+95.0%
+174.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.2% | -0.5% | +6.5% |
| 7D | +4.2% | +4.5% | -0.3% | +3.2% |
| 30D | +4.1% | -4.4% | +8.5% | +5.4% |
| 3M | -12.9% | -30.5% | +17.6% | -7.2% |
| 6M | +110.3% | +300.9% | -190.5% | +60.4% |
| YTD | +178.6% | +219.9% | -41.4% | +111.9% |
| 1Y | +220.0% | +374.7% | -154.7% | +114.7% |
| All | +269.6% | +95.0% | +174.6% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling