+415.5%
SIMO vs AME
+50.7%
+364.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +7.6% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | +4.1% | -6.7% | +10.8% | +9.5% |
| 3M | -12.9% | +4.1% | -16.9% | -14.3% |
| 6M | +110.3% | +1.6% | +108.8% | +108.9% |
| YTD | +178.6% | +16.1% | +162.4% | +152.2% |
| 1Y | +220.0% | +27.3% | +192.7% | +171.8% |
| All | +415.5% | +50.7% | +364.7% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling