+100.6%
AMT vs SCCO
+1,108.1%
-1,007.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.2% | +5.8% | -0.5% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +2.0% | -0.2% | +2.2% | +1.9% |
| 3M | -9.3% | +17.8% | -27.0% | -11.6% |
| 6M | -5.2% | +2.3% | -7.5% | -6.4% |
| YTD | +0.5% | +41.6% | -41.1% | -6.0% |
| 1Y | -7.3% | +101.9% | -109.2% | -18.1% |
| 3Y | +6.2% | +186.2% | -179.9% | -14.4% |
| 5Y | -31.2% | +309.7% | -340.9% | -49.3% |
| All | +100.6% | +1,108.1% | -1,007.6% | +23.0% |
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