+2,290.8%
ABT vs SCCO
+35,670.2%
-33,379.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.2% |
| 7D | -3.1% | +3.4% | -6.6% | -3.5% |
| 30D | -2.1% | +6.6% | -8.7% | -2.9% |
| 3M | +17.4% | +24.5% | -7.1% | +13.9% |
| 6M | -2.4% | +16.5% | -18.9% | -5.0% |
| YTD | -14.2% | +52.1% | -66.3% | -19.5% |
| 1Y | -18.3% | +114.2% | -132.5% | -26.7% |
| 3Y | +11.5% | +207.4% | -195.9% | -6.0% |
| 5Y | -9.9% | +353.7% | -363.6% | -28.7% |
| 10Y | +204.4% | +1,144.5% | -940.2% | +108.5% |
| All | +2,290.8% | +35,670.2% | -33,379.4% | +1,087.2% |
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