+85.2%
SIMO vs AME
+21.9%
+63.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +0.1% |
| 7D | -8.2% | -1.5% | -6.7% | -5.2% |
| 30D | -34.6% | -4.2% | -30.5% | -29.4% |
| 3M | -32.6% | -5.9% | -26.7% | -26.1% |
| 6M | -31.8% | +2.8% | -34.6% | -29.9% |
| YTD | +87.6% | +16.6% | +71.0% | +75.1% |
| All | +85.2% | +21.9% | +63.3% | +67.5% |
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