+208.4%
AGI vs SCCO
+177.0%
+31.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.7% | -2.7% | -0.1% | -1.7% |
| 30D | +7.2% | -0.7% | +8.0% | +7.4% |
| 3M | +4.3% | +8.1% | -3.8% | +0.1% |
| 6M | -27.1% | +4.1% | -31.2% | -29.1% |
| YTD | -6.6% | +41.1% | -47.7% | -19.3% |
| 1Y | +9.5% | +95.6% | -86.0% | -15.5% |
| 3Y | +208.4% | +179.3% | +29.2% | +106.0% |
| All | +208.4% | +177.0% | +31.4% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling