+388.8%
SIMO vs AMP
+459.2%
-70.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.0% |
| 7D | +4.1% | +3.9% | +0.2% | +2.7% |
| 30D | -24.0% | +5.1% | -29.1% | -25.6% |
| 3M | -31.8% | -8.7% | -23.1% | -29.9% |
| 6M | -36.9% | +11.4% | -48.3% | -40.4% |
| YTD | +84.8% | +7.3% | +77.5% | +75.8% |
| 1Y | +99.0% | +14.6% | +84.4% | +84.4% |
| 3Y | +217.9% | +61.2% | +156.7% | +159.3% |
| 5Y | +171.5% | +81.0% | +90.4% | +107.8% |
| All | +388.8% | +459.2% | -70.5% | +137.1% |
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