+549.0%
SIMO vs AMP
+584.2%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +12.5% | -2.0% | +14.6% | +13.3% |
| 30D | +18.4% | -1.7% | +20.1% | +19.0% |
| 3M | +5.6% | +23.2% | -17.6% | -3.1% |
| 6M | +116.9% | +22.2% | +94.7% | +98.8% |
| YTD | +188.4% | +14.0% | +174.4% | +170.2% |
| 1Y | +221.3% | +14.0% | +207.3% | +201.0% |
| 3Y | +438.6% | +67.0% | +371.6% | +337.7% |
| 5Y | +287.9% | +123.2% | +164.7% | +178.1% |
| All | +549.0% | +584.2% | -35.2% | +218.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling