-97.5%
AMC vs SCCO
+969.6%
-1,067.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.0% | +6.5% |
| 7D | +6.6% | -0.9% | +7.5% | +7.2% |
| 30D | +14.1% | -15.0% | +29.1% | +20.8% |
| 3M | +31.3% | -9.1% | +40.4% | +35.4% |
| 6M | +126.7% | -0.9% | +127.5% | +126.1% |
| YTD | +117.9% | +29.7% | +88.3% | +92.6% |
| 1Y | +41.1% | +38.2% | +2.9% | +21.8% |
| 3Y | -61.0% | +191.5% | -252.4% | -75.4% |
| 5Y | -99.1% | +281.7% | -380.9% | -99.5% |
| 10Y | -98.7% | +830.3% | -929.0% | -99.5% |
| All | -97.5% | +969.6% | -1,067.1% | -99.1% |
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 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