+376.3%
AMD vs SCCO
+339.1%
+37.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +3.2% |
| 7D | +10.0% | +3.4% | +6.6% | +8.0% |
| 30D | +4.6% | +6.6% | -2.0% | +0.4% |
| 3M | +3.1% | +24.5% | -21.3% | -8.7% |
| 6M | +162.8% | +16.5% | +146.3% | +140.7% |
| YTD | +136.2% | +52.1% | +84.0% | +87.5% |
| 1Y | +234.0% | +114.2% | +119.9% | +122.6% |
| 3Y | +376.7% | +207.4% | +169.3% | +157.3% |
| 5Y | +376.3% | +353.7% | +22.6% | +99.0% |
| All | +376.3% | +339.1% | +37.2% | +99.0% |
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