-23.7%
AMRZ vs SCCO
+113.5%
-137.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -4.7% | +2.4% | -7.1% | -5.3% |
| 30D | -11.3% | +6.4% | -17.7% | -13.0% |
| 3M | -22.1% | +21.6% | -43.6% | -26.8% |
| 6M | -29.6% | +13.4% | -43.0% | -33.7% |
| YTD | -23.3% | +52.6% | -75.9% | -32.7% |
| 1Y | -23.7% | +122.4% | -146.1% | -34.1% |
| All | -23.7% | +113.5% | -137.2% | -34.1% |
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