+100.5%
SIMO vs AME
+21.1%
+79.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.6% | -5.0% | -3.7% |
| 7D | -16.9% | -4.4% | -12.4% | -11.4% |
| 30D | -35.4% | -5.9% | -29.5% | -29.3% |
| 3M | -31.9% | -6.5% | -25.3% | -25.3% |
| 6M | -19.3% | +3.2% | -22.5% | -17.2% |
| YTD | +98.5% | +16.0% | +82.5% | +84.4% |
| 1Y | +100.5% | +20.4% | +80.1% | +79.7% |
| All | +100.5% | +21.1% | +79.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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