+66.0%
AMAT vs SCCO
+27.6%
+38.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.0% | -1.9% |
| 7D | +19.3% | +1.7% | +17.6% | +18.3% |
| 30D | -17.9% | -18.1% | +0.2% | -6.5% |
| 3M | -30.4% | -12.8% | -17.6% | -24.4% |
| 6M | -11.4% | -8.5% | -3.0% | -7.2% |
| YTD | +48.8% | +23.9% | +24.8% | +21.6% |
| 1Y | +66.0% | +30.0% | +36.0% | +30.5% |
| All | +66.0% | +27.6% | +38.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling