+3,365.1%
SIMO vs AME
+2,093.3%
+1,271.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | -12.9% | +4.1% | -16.9% | -14.5% |
| 6M | +110.3% | +1.6% | +108.8% | +109.0% |
| YTD | +178.6% | +16.1% | +162.4% | +150.2% |
| 1Y | +220.0% | +27.3% | +192.7% | +168.1% |
| 3Y | +409.0% | +50.9% | +358.2% | +272.3% |
| 5Y | +277.3% | +81.4% | +195.9% | +133.9% |
| 10Y | +506.6% | +417.0% | +89.7% | +50.3% |
| All | +3,365.1% | +2,093.3% | +1,271.8% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling