+131.0%
AMDL vs SCCO
+128.5%
+2.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.6% |
| 7D | +29.0% | +2.4% | +26.5% | +25.4% |
| 30D | +19.1% | +6.4% | +12.7% | +8.2% |
| 3M | +1.8% | +21.6% | -19.8% | -18.3% |
| 6M | +374.4% | +13.4% | +361.0% | +326.3% |
| YTD | +278.9% | +52.6% | +226.3% | +140.4% |
| 1Y | +510.6% | +122.4% | +388.2% | +149.4% |
| All | +131.0% | +128.5% | +2.5% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling