+10,965.5%
AMAT vs SCCO
+29,410.7%
-18,445.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.5% |
| 30D | -26.5% | -17.8% | -8.8% | -20.6% |
| 3M | -28.6% | -12.5% | -16.1% | -24.9% |
| 6M | -14.2% | -4.1% | -10.2% | -12.5% |
| YTD | +45.5% | +25.5% | +20.0% | +33.7% |
| 1Y | +59.3% | +31.0% | +28.4% | +44.2% |
| 3Y | +153.1% | +178.7% | -25.6% | +71.8% |
| 5Y | +158.2% | +279.7% | -121.5% | +54.3% |
| 10Y | +1,370.8% | +691.4% | +679.4% | +573.9% |
| All | +10,965.5% | +29,410.7% | -18,445.2% | +1,240.9% |
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 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