+5.8%
AMCR vs SCCO
+177.0%
-171.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -7.8% | -0.7% | -7.1% | -7.9% |
| 3M | +7.5% | +8.1% | -0.6% | +5.1% |
| 6M | +2.7% | +4.1% | -1.4% | +0.3% |
| YTD | +6.0% | +41.1% | -35.1% | -2.8% |
| 1Y | +7.8% | +95.6% | -87.8% | -7.6% |
| 3Y | +5.8% | +179.3% | -173.5% | -20.7% |
| All | +5.8% | +177.0% | -171.3% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling