-12.5%
AMC vs SCCO
+113.5%
-125.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | -6.8% | +2.4% | -9.3% | -7.4% |
| 30D | +1.7% | +6.4% | -4.8% | +0.1% |
| 3M | +26.8% | +21.6% | +5.2% | +21.3% |
| 6M | +117.7% | +13.4% | +104.3% | +109.3% |
| YTD | +57.7% | +52.6% | +5.1% | +34.6% |
| 1Y | -12.5% | +122.4% | -134.8% | -34.0% |
| All | -12.5% | +113.5% | -125.9% | -34.0% |
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