+296.4%
SIMO vs AMRZ
-17.3%
+313.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +6.8% |
| 7D | +14.6% | -2.0% | +16.6% | +14.8% |
| 30D | +6.2% | -9.8% | +16.0% | +7.8% |
| 3M | +3.6% | -17.2% | +20.8% | +6.1% |
| 6M | +130.8% | -26.9% | +157.7% | +140.5% |
| YTD | +195.8% | -21.5% | +217.2% | +200.6% |
| 1Y | +225.0% | -22.9% | +247.9% | +227.9% |
| All | +296.4% | -17.3% | +313.7% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling