+60.9%
AG vs SCCO
+304.9%
-244.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | +1.0% |
| 7D | -5.8% | -2.7% | -3.1% | -4.0% |
| 30D | +6.4% | -0.2% | +6.5% | +5.7% |
| 3M | +28.4% | +17.8% | +10.6% | +11.8% |
| 6M | -24.5% | +2.3% | -26.7% | -25.8% |
| YTD | +21.2% | +41.6% | -20.4% | -7.1% |
| 1Y | +114.1% | +101.9% | +12.2% | +25.7% |
| 3Y | +268.0% | +186.2% | +81.9% | +65.5% |
| All | +60.9% | +304.9% | -244.0% | -47.8% |
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 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