-16.6%
AMRZ vs SCCO
+26.3%
-42.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +13.0% | -17.4% | +30.4% | +18.6% |
| 3M | -12.1% | -11.7% | -0.4% | -10.1% |
| 6M | -19.1% | -12.1% | -7.0% | -18.2% |
| YTD | -23.3% | +20.9% | -44.1% | -34.1% |
| 1Y | -16.6% | +31.3% | -47.9% | -31.1% |
| All | -16.6% | +26.3% | -42.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling