+1,607.1%
AMAT vs SCCO
+1,108.1%
+499.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.2% | +4.1% | +0.7% |
| 7D | +4.2% | -2.7% | +6.9% | +5.6% |
| 30D | -13.5% | -0.2% | -13.4% | -13.9% |
| 3M | -8.6% | +17.8% | -26.3% | -16.2% |
| 6M | +31.6% | +2.3% | +29.3% | +28.7% |
| YTD | +77.3% | +41.6% | +35.7% | +44.9% |
| 1Y | +179.4% | +101.9% | +77.5% | +89.1% |
| 3Y | +215.0% | +186.2% | +28.9% | +71.5% |
| 5Y | +245.8% | +309.7% | -63.9% | +48.3% |
| All | +1,607.1% | +1,108.1% | +499.0% | +369.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling