+8.3%
AMT vs SCCO
+198.6%
-190.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | -0.2% | +3.4% | -3.6% | -0.2% |
| 30D | +1.8% | +6.6% | -4.8% | +1.8% |
| 3M | -6.2% | +24.5% | -30.7% | -6.4% |
| 6M | -5.0% | +16.5% | -21.5% | -5.1% |
| YTD | +2.1% | +52.1% | -50.1% | +1.1% |
| 1Y | -5.7% | +114.2% | -119.9% | -7.8% |
| All | +8.3% | +198.6% | -190.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling