+451.1%
AG vs SCCO
+2,797.8%
-2,346.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.8% |
| 7D | -0.1% | +2.4% | -2.5% | -1.9% |
| 30D | +12.5% | +6.4% | +6.0% | +7.4% |
| 3M | +28.2% | +21.6% | +6.6% | +12.5% |
| 6M | -18.8% | +13.4% | -32.2% | -24.7% |
| YTD | +27.4% | +52.6% | -25.3% | -2.1% |
| 1Y | +132.2% | +122.4% | +9.8% | +40.3% |
| 3Y | +286.9% | +208.5% | +78.4% | +88.9% |
| 5Y | +72.8% | +353.9% | -281.1% | -35.5% |
| 10Y | +74.6% | +1,187.3% | -1,112.7% | -70.4% |
| All | +451.1% | +2,797.8% | -2,346.7% | -40.2% |
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