+100.5%
SIMO vs AMP
+18.6%
+81.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -8.6% |
| 7D | -16.9% | +7.7% | -24.6% | -15.5% |
| 30D | -35.4% | +6.6% | -41.9% | -34.3% |
| 3M | -31.9% | -4.7% | -27.1% | -31.3% |
| 6M | -19.3% | +12.9% | -32.2% | -19.1% |
| YTD | +98.5% | +8.6% | +89.9% | +98.6% |
| 1Y | +100.5% | +18.2% | +82.3% | +85.0% |
| All | +100.5% | +18.6% | +81.9% | +85.0% |
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