-14.7%
AMRZ vs SCCO
+130.9%
-145.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.9% | -5.3% | +3.4% | -0.7% |
| 30D | -16.9% | +2.7% | -19.6% | -17.7% |
| 3M | -19.2% | +4.2% | -23.4% | -20.8% |
| 6M | -29.3% | -0.6% | -28.6% | -31.3% |
| YTD | -18.0% | +45.0% | -62.9% | -24.6% |
| 1Y | -15.1% | +109.3% | -124.4% | -21.7% |
| All | -14.7% | +130.9% | -145.6% | -20.2% |
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