-99.9%
AMIX vs SCCO
+131.8%
-231.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -16.0% | -4.8% | -11.2% | -14.6% |
| 30D | -55.4% | -15.8% | -39.7% | -52.7% |
| 3M | -87.5% | -10.9% | -76.6% | -87.0% |
| 6M | -81.2% | -5.1% | -76.1% | -80.4% |
| YTD | -86.8% | +23.2% | -110.1% | -85.4% |
| 1Y | -91.6% | +30.7% | -122.3% | -90.5% |
| All | -99.9% | +131.8% | -231.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling