-24.9%
AFRM vs SCCO
+272.9%
-297.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.0% | -5.3% | -1.7% | -3.9% |
| 30D | -7.8% | +2.7% | -10.5% | -9.8% |
| 3M | +5.3% | +4.2% | +1.1% | +0.9% |
| 6M | +42.6% | -0.6% | +43.3% | +38.0% |
| YTD | -2.8% | +45.0% | -47.8% | -30.8% |
| 1Y | -19.3% | +109.3% | -128.6% | -57.0% |
| 3Y | +231.0% | +180.8% | +50.2% | +34.0% |
| 5Y | -22.2% | +314.3% | -336.5% | -75.3% |
| All | -24.9% | +272.9% | -297.9% | -74.6% |
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