-29.3%
AFRM vs SCCO
+292.6%
-321.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -8.0% | +2.4% | -10.5% | -9.4% |
| 30D | -9.8% | +6.4% | -16.2% | -13.6% |
| 3M | +4.7% | +21.6% | -16.9% | -8.5% |
| 6M | +34.1% | +13.4% | +20.7% | +20.1% |
| YTD | -8.4% | +52.6% | -61.1% | -36.9% |
| 1Y | -22.9% | +122.4% | -145.3% | -60.3% |
| 3Y | +203.3% | +208.5% | -5.2% | +15.5% |
| 5Y | -26.0% | +353.9% | -379.9% | -77.4% |
| All | -29.3% | +292.6% | -321.9% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling