+220.0%
SIMO vs AMP
+11.4%
+208.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.7% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +4.1% | -0.1% | +4.2% | +4.1% |
| 3M | -12.9% | +23.6% | -36.4% | -15.5% |
| 6M | +110.3% | +20.4% | +90.0% | +105.3% |
| YTD | +178.6% | +15.4% | +163.1% | +174.1% |
| 1Y | +220.0% | +11.0% | +209.0% | +218.4% |
| All | +220.0% | +11.4% | +208.6% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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