+220.0%
SIMO vs AMRZ
-14.5%
+234.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | -1.9% | +6.1% | +4.5% |
| 30D | +4.1% | -16.9% | +21.0% | +6.9% |
| 3M | -12.9% | -19.2% | +6.3% | -10.4% |
| 6M | +110.3% | -29.3% | +139.6% | +120.5% |
| YTD | +178.6% | -18.0% | +196.5% | +179.9% |
| 1Y | +220.0% | -15.1% | +235.1% | +215.4% |
| All | +220.0% | -14.5% | +234.5% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling