+74.2%
AA vs SCCO
+178.0%
-103.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.2% | +2.4% | +0.6% |
| 7D | -5.4% | -2.7% | -2.7% | -3.6% |
| 30D | -10.7% | -0.2% | -10.5% | -11.1% |
| 3M | -26.2% | +17.8% | -43.9% | -35.8% |
| 6M | -20.9% | +2.3% | -23.2% | -24.7% |
| YTD | -8.6% | +41.6% | -50.2% | -36.1% |
| 1Y | +57.4% | +101.9% | -44.5% | -19.9% |
| All | +74.2% | +178.0% | -103.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling