-98.1%
AMC vs SCCO
+1,095.8%
-1,193.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | -5.3% | +7.6% | +4.2% |
| 30D | -0.7% | +2.7% | -3.4% | -1.8% |
| 3M | +35.2% | +4.2% | +31.0% | +32.6% |
| 6M | +124.6% | -0.6% | +125.2% | +122.3% |
| YTD | +69.9% | +45.0% | +24.9% | +44.5% |
| 1Y | -2.6% | +109.3% | -111.9% | -27.8% |
| 3Y | -79.8% | +180.8% | -260.6% | -87.1% |
| 5Y | -99.4% | +314.3% | -413.7% | -99.7% |
| 10Y | -98.9% | +1,083.3% | -1,182.2% | -99.6% |
| All | -98.1% | +1,095.8% | -1,193.9% | -99.3% |
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