+1,795.1%
SIMO vs AMP
+1,963.1%
-168.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +4.2% |
| 7D | -8.2% | +3.1% | -11.3% | -9.3% |
| 30D | -34.6% | +3.9% | -38.5% | -35.8% |
| 3M | -32.6% | -5.8% | -26.8% | -31.6% |
| 6M | -31.8% | +12.1% | -43.9% | -36.0% |
| YTD | +87.6% | +7.1% | +80.5% | +78.1% |
| 1Y | +86.7% | +14.2% | +72.5% | +72.6% |
| 3Y | +227.4% | +62.5% | +165.0% | +162.3% |
| 5Y | +173.0% | +82.6% | +90.4% | +103.5% |
| 10Y | +409.6% | +515.9% | -106.3% | +109.8% |
| All | +1,795.1% | +1,963.1% | -168.0% | +348.2% |
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 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