-99.5%
AMC vs SCCO
+339.1%
-438.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.3% | -5.4% |
| 7D | -0.8% | +3.4% | -4.2% | -2.3% |
| 30D | -1.2% | +6.6% | -7.8% | -4.1% |
| 3M | +42.2% | +24.5% | +17.7% | +28.4% |
| 6M | +118.8% | +16.5% | +102.3% | +102.2% |
| YTD | +64.1% | +52.1% | +12.0% | +28.7% |
| 1Y | -9.5% | +114.2% | -123.7% | -40.9% |
| 3Y | -64.3% | +207.4% | -271.8% | -82.8% |
| 5Y | -99.5% | +353.7% | -453.2% | -99.8% |
| All | -99.5% | +339.1% | -438.6% | -99.8% |
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