+2,330.4%
ACN vs SCCO
+28,128.1%
-25,797.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -3.8% | -1.9% | -1.9% | -3.5% |
| 30D | +16.5% | -17.4% | +33.9% | +21.0% |
| 3M | +41.5% | -11.7% | +53.1% | +43.6% |
| 6M | +60.1% | -12.1% | +72.2% | +60.4% |
| YTD | -3.9% | +20.9% | -24.8% | -13.5% |
| 1Y | +4.1% | +31.3% | -27.3% | -8.3% |
| 3Y | -15.9% | +170.3% | -186.2% | -40.8% |
| 5Y | -26.3% | +240.8% | -267.1% | -52.4% |
| 10Y | +148.2% | +683.6% | -535.4% | +23.3% |
| All | +2,330.4% | +28,128.1% | -25,797.7% | +250.2% |
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