+1,697.2%
ACN vs SCCO
+33,755.8%
-32,058.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | -5.3% | +3.7% | -0.3% |
| 30D | +9.4% | +2.7% | +6.7% | +8.5% |
| 3M | +5.6% | +4.2% | +1.4% | +3.3% |
| 6M | -9.3% | -0.6% | -8.6% | -11.4% |
| YTD | -29.0% | +45.0% | -73.9% | -37.9% |
| 1Y | -24.7% | +109.3% | -134.0% | -40.4% |
| 3Y | -39.8% | +180.8% | -220.6% | -57.4% |
| 5Y | -40.9% | +314.3% | -355.2% | -63.2% |
| 10Y | +91.1% | +1,083.3% | -992.2% | -13.3% |
| All | +1,697.2% | +33,755.8% | -32,058.6% | +151.2% |
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