+3,302.3%
ADP vs SCCO
+33,989.4%
-30,687.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -5.3% | +1.8% | -2.5% |
| 30D | +2.8% | +2.7% | +0.1% | +2.1% |
| 3M | +20.9% | +4.2% | +16.7% | +18.8% |
| 6M | +29.9% | -0.6% | +30.5% | +27.4% |
| YTD | +9.6% | +45.0% | -35.3% | -1.0% |
| 1Y | -5.3% | +109.3% | -114.6% | -20.8% |
| 3Y | +16.5% | +180.8% | -164.3% | -10.9% |
| 5Y | +49.4% | +314.3% | -264.9% | +3.2% |
| 10Y | +282.2% | +1,083.3% | -801.1% | +107.2% |
| All | +3,302.3% | +33,989.4% | -30,687.1% | +850.3% |
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