-2.9%
ADSK vs SCCO
+177.0%
-179.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.5% | -2.7% | +0.1% | -2.4% |
| 30D | -14.9% | -0.7% | -14.2% | -14.9% |
| 3M | +3.3% | +8.1% | -4.8% | +2.5% |
| 6M | -15.7% | +4.1% | -19.8% | -16.2% |
| YTD | -28.2% | +41.1% | -69.4% | -33.8% |
| 1Y | -34.5% | +95.6% | -130.1% | -44.2% |
| 3Y | -2.9% | +179.3% | -182.2% | -28.5% |
| All | -2.9% | +177.0% | -179.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling