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  • SIMO vs AME✓SelectedUSD · AMESIMO vs AME performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs AME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
AME return
+2,093.3%
Excess return
+1,271.8%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMEExcessAlpha
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