+142.4%
AMT vs SCCO
+682.0%
-539.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.3% |
| 7D | +1.5% | -1.9% | +3.4% | +1.7% |
| 30D | +6.8% | -17.4% | +24.2% | +9.2% |
| 3M | +11.2% | -11.7% | +22.9% | +12.5% |
| 6M | +12.5% | -12.1% | +24.6% | +13.2% |
| YTD | +12.5% | +20.9% | -8.4% | +6.9% |
| 1Y | +10.1% | +31.3% | -21.2% | +3.2% |
| 3Y | +16.0% | +170.3% | -154.3% | -7.8% |
| 5Y | -17.2% | +240.8% | -257.9% | -38.5% |
| All | +142.4% | +682.0% | -539.5% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling