+126.0%
AA vs SCCO
+33,989.4%
-33,863.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -5.3% | +4.6% | +2.6% |
| 30D | +5.0% | +2.7% | +2.3% | +2.9% |
| 3M | -35.8% | +4.2% | -40.0% | -38.1% |
| 6M | -18.4% | -0.6% | -17.8% | -20.2% |
| YTD | -5.5% | +45.0% | -50.4% | -27.9% |
| 1Y | +61.0% | +109.3% | -48.3% | -2.9% |
| 3Y | +66.2% | +180.8% | -114.6% | -15.3% |
| 5Y | +11.4% | +314.3% | -302.9% | -52.7% |
| 10Y | +116.9% | +1,083.3% | -966.4% | -45.7% |
| All | +126.0% | +33,989.4% | -33,863.4% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling