+434.6%
SIMO vs AMP
+476.7%
-42.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.6% | +8.7% |
| 7D | +0.9% | -1.1% | +2.0% | +1.5% |
| 30D | -25.4% | +4.4% | -29.8% | -26.8% |
| 3M | -17.8% | -7.3% | -10.4% | -16.0% |
| 6M | -29.6% | +12.9% | -42.4% | -33.8% |
| YTD | +100.3% | +7.5% | +92.9% | +90.5% |
| 1Y | +100.4% | +13.3% | +87.0% | +86.6% |
| 3Y | +246.1% | +60.8% | +185.2% | +182.6% |
| 5Y | +189.8% | +82.7% | +107.1% | +121.1% |
| 10Y | +434.6% | +468.7% | -34.1% | +155.6% |
| All | +434.6% | +476.7% | -42.1% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling