-18.3%
AMRZ vs SCCO
+99.9%
-118.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | +15.9% | -17.8% | +33.6% | +20.8% |
| 3M | -9.2% | -12.5% | +3.3% | -7.1% |
| 6M | -20.3% | -4.1% | -16.3% | -21.1% |
| YTD | -21.5% | +25.5% | -47.0% | -25.8% |
| 1Y | -12.9% | +31.0% | -43.8% | -18.2% |
| All | -18.3% | +99.9% | -118.2% | -21.4% |
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