+217.9%
SIMO vs AME
+64.2%
+153.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -6.0% |
| 7D | +4.1% | +5.9% | -1.8% | -1.2% |
| 30D | -24.0% | -1.9% | -22.1% | -21.3% |
| 3M | -31.8% | -5.4% | -26.4% | -27.1% |
| 6M | -36.9% | +4.9% | -41.8% | -36.8% |
| YTD | +84.8% | +18.5% | +66.4% | +69.1% |
| 1Y | +99.0% | +25.5% | +73.5% | +74.9% |
| 3Y | +217.9% | +63.0% | +154.9% | +149.8% |
| All | +217.9% | +64.2% | +153.7% | +149.8% |
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