+11,348.4%
AME vs SCCO
+28,322.8%
-16,974.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | +5.9% | -1.9% | +7.8% | +6.4% |
| 30D | -1.9% | -17.4% | +15.5% | +3.4% |
| 3M | -5.4% | -11.7% | +6.3% | -2.6% |
| 6M | +4.9% | -12.1% | +17.0% | +7.2% |
| YTD | +18.5% | +20.9% | -2.4% | +8.9% |
| 1Y | +25.5% | +31.3% | -5.9% | +12.6% |
| 3Y | +63.0% | +170.3% | -107.3% | +14.2% |
| 5Y | +78.3% | +240.8% | -162.5% | +13.2% |
| 10Y | +447.1% | +683.6% | -236.5% | +163.3% |
| All | +11,348.4% | +28,322.8% | -16,974.4% | +2,298.9% |
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