-17.7%
AFRM vs SCCO
+339.1%
-356.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -3.4% |
| 7D | +3.1% | +3.4% | -0.4% | +0.8% |
| 30D | -4.2% | +6.6% | -10.8% | -8.7% |
| 3M | +10.1% | +24.5% | -14.4% | -6.2% |
| 6M | +39.4% | +16.5% | +22.9% | +21.4% |
| YTD | -3.2% | +52.1% | -55.3% | -35.6% |
| 1Y | -16.1% | +114.2% | -130.2% | -58.6% |
| 3Y | +220.8% | +207.4% | +13.4% | +6.1% |
| 5Y | -17.7% | +353.7% | -371.4% | -79.0% |
| All | -17.7% | +339.1% | -356.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling