+197.1%
ABT vs SCCO
+1,104.1%
-906.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -2.7% | -3.2% | -5.6% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | +14.5% | +8.1% | +6.4% | +12.6% |
| 6M | -6.3% | +4.1% | -10.4% | -8.0% |
| YTD | -17.1% | +41.1% | -58.2% | -23.1% |
| 1Y | -21.4% | +95.6% | -116.9% | -31.3% |
| 3Y | +5.9% | +179.3% | -173.3% | -16.5% |
| 5Y | -12.8% | +308.3% | -321.1% | -38.6% |
| All | +197.1% | +1,104.1% | -906.9% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling