+1,098.3%
ADM vs SCCO
+35,670.2%
-34,571.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -1.4% |
| 7D | -0.1% | +3.4% | -3.5% | -1.0% |
| 30D | +11.0% | +6.6% | +4.4% | +8.7% |
| 3M | +6.0% | +24.5% | -18.5% | -1.1% |
| 6M | +26.9% | +16.5% | +10.4% | +19.1% |
| YTD | +50.0% | +52.1% | -2.1% | +29.6% |
| 1Y | +39.6% | +114.2% | -74.6% | +9.0% |
| 3Y | +18.5% | +207.4% | -188.9% | -19.0% |
| 5Y | +62.6% | +353.7% | -291.2% | -2.9% |
| 10Y | +162.4% | +1,144.5% | -982.1% | +13.7% |
| All | +1,098.3% | +35,670.2% | -34,571.9% | +231.2% |
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