+4,026.6%
ACGL vs SCCO
+33,989.4%
-29,962.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.7% | -5.3% | +4.5% | +0.1% |
| 30D | -1.0% | +2.7% | -3.7% | -1.6% |
| 3M | +11.0% | +4.2% | +6.8% | +9.2% |
| 6M | -0.3% | -0.6% | +0.3% | -1.8% |
| YTD | +2.3% | +45.0% | -42.7% | -6.5% |
| 1Y | +6.4% | +109.3% | -102.9% | -9.3% |
| 3Y | +34.0% | +180.8% | -146.8% | +5.4% |
| 5Y | +161.6% | +314.3% | -152.6% | +87.5% |
| 10Y | +278.6% | +1,083.3% | -804.7% | +120.0% |
| All | +4,026.6% | +33,989.4% | -29,962.8% | +1,412.8% |
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 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