+247.2%
AMAT vs SCCO
+316.1%
-68.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -5.3% | +3.8% | +1.3% |
| 30D | -14.8% | +2.7% | -17.5% | -16.3% |
| 3M | -9.3% | +4.2% | -13.5% | -11.4% |
| 6M | +27.4% | -0.6% | +28.0% | +26.3% |
| YTD | +77.6% | +45.0% | +32.6% | +44.9% |
| 1Y | +188.9% | +109.3% | +79.6% | +96.4% |
| 3Y | +202.3% | +180.8% | +21.5% | +74.3% |
| All | +247.2% | +316.1% | -68.8% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling