+5,269.5%
AGI vs SCCO
+24,395.0%
-19,125.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -0.4% |
| 7D | -5.3% | -2.7% | -2.6% | -4.3% |
| 30D | +6.8% | -0.2% | +6.9% | +6.7% |
| 3M | +8.3% | +17.8% | -9.5% | +1.1% |
| 6M | -29.2% | +2.3% | -31.5% | -30.0% |
| YTD | -7.3% | +41.6% | -48.9% | -19.8% |
| 1Y | +8.0% | +101.9% | -93.8% | -18.8% |
| 3Y | +206.6% | +186.2% | +20.4% | +93.3% |
| 5Y | +398.1% | +309.7% | +88.5% | +166.1% |
| 10Y | +384.0% | +1,094.2% | -710.3% | +51.1% |
| All | +5,269.5% | +24,395.0% | -19,125.5% | +400.6% |
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