-99.9%
AMIX vs SCCO
+133.1%
-233.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.5% | -5.9% | -7.6% |
| 7D | -10.9% | +1.7% | -12.6% | -11.4% |
| 30D | -55.0% | -18.1% | -36.9% | -51.9% |
| 3M | -82.0% | -12.8% | -69.2% | -81.2% |
| 6M | -80.4% | -8.5% | -72.0% | -79.8% |
| YTD | -88.3% | +23.9% | -112.2% | -87.0% |
| 1Y | -92.4% | +30.0% | -122.4% | -91.5% |
| All | -99.9% | +133.1% | -233.1% | -99.9% |
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 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