+96.6%
AMCR vs SCCO
+1,046.0%
-949.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +1.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -8.0% | -0.2% | -7.8% | -8.2% |
| 3M | +14.3% | +17.8% | -3.5% | +9.6% |
| 6M | +5.3% | +2.3% | +3.1% | +3.6% |
| YTD | +7.7% | +41.6% | -33.9% | -1.7% |
| 1Y | +10.8% | +101.9% | -91.0% | -6.7% |
| 3Y | +9.6% | +186.2% | -176.6% | -16.7% |
| 5Y | -10.2% | +309.7% | -319.9% | -38.1% |
| 10Y | +16.5% | +1,094.2% | -1,077.8% | -30.8% |
| All | +96.6% | +1,046.0% | -949.4% | +18.1% |
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