+6,985.6%
ADI vs SCCO
+35,670.2%
-28,684.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.7% | -1.3% |
| 7D | +2.4% | +3.4% | -1.0% | +1.3% |
| 30D | -6.6% | +6.6% | -13.2% | -8.8% |
| 3M | -9.8% | +24.5% | -34.3% | -16.3% |
| 6M | +15.7% | +16.5% | -0.8% | +8.9% |
| YTD | +35.1% | +52.1% | -17.0% | +15.2% |
| 1Y | +47.7% | +114.2% | -66.5% | +12.3% |
| 3Y | +114.5% | +207.4% | -93.0% | +42.3% |
| 5Y | +141.2% | +353.7% | -212.5% | +38.1% |
| 10Y | +611.3% | +1,144.5% | -533.2% | +188.0% |
| All | +6,985.6% | +35,670.2% | -28,684.6% | +783.0% |
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