+35.8%
AMC vs SCCO
+27.6%
+8.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | +8.4% | +1.7% | +6.7% | +7.9% |
| 30D | +9.2% | -18.1% | +27.2% | +15.6% |
| 3M | +32.0% | -12.8% | +44.8% | +37.5% |
| 6M | +149.3% | -8.5% | +157.7% | +156.6% |
| YTD | +114.1% | +23.9% | +90.2% | +72.5% |
| 1Y | +35.8% | +30.0% | +5.8% | +5.1% |
| All | +35.8% | +27.6% | +8.2% | +5.1% |
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