+11,126.4%
AME vs SCCO
+35,670.2%
-24,543.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.4% |
| 7D | +2.8% | +3.4% | -0.7% | +1.8% |
| 30D | -6.3% | +6.6% | -12.9% | -8.2% |
| 3M | +5.4% | +24.5% | -19.1% | -1.7% |
| 6M | +7.4% | +16.5% | -9.1% | +1.3% |
| YTD | +16.2% | +52.1% | -36.0% | +0.4% |
| 1Y | +26.8% | +114.2% | -87.4% | -1.2% |
| 3Y | +57.5% | +207.4% | -149.9% | +6.7% |
| 5Y | +84.8% | +353.7% | -268.9% | +8.1% |
| 10Y | +424.3% | +1,144.5% | -720.2% | +122.2% |
| All | +11,126.4% | +35,670.2% | -24,543.8% | +2,112.1% |
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