Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SIMO vs AMP✓SelectedUSD · AMPSIMO vs AMP performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,713.8%
AMP return
+2,123.7%
Excess return
+590.1%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D+8.7%-0.8%+9.5%+9.0%
7D+4.2%+0.2%+4.0%+4.1%
30D+4.1%-0.1%+4.2%+4.0%
3M-12.9%+23.6%-36.4%-20.7%
6M+110.3%+20.4%+90.0%+92.8%
YTD+178.6%+15.4%+163.1%+158.4%
1Y+220.0%+11.0%+209.0%+201.5%
3Y+409.0%+70.5%+338.6%+302.2%
5Y+277.3%+121.4%+155.9%+161.4%
10Y+506.6%+575.6%-69.0%+140.9%
All+2,713.8%+2,123.7%+590.1%+550.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling