+5,169.7%
AMD vs SCCO
+33,989.4%
-28,819.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | -5.3% | +7.8% | +4.9% |
| 30D | -0.9% | +2.7% | -3.6% | -2.5% |
| 3M | -8.7% | +4.2% | -12.9% | -10.2% |
| 6M | +136.3% | -0.6% | +137.0% | +136.8% |
| YTD | +123.0% | +45.0% | +78.0% | +90.4% |
| 1Y | +195.2% | +109.3% | +85.9% | +116.5% |
| 3Y | +336.3% | +180.8% | +155.6% | +178.4% |
| 5Y | +334.5% | +314.3% | +20.2% | +131.6% |
| 10Y | +6,259.1% | +1,083.3% | +5,175.8% | +2,038.2% |
| All | +5,169.7% | +33,989.4% | -28,819.6% | +439.0% |
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 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