-30.9%
AMT vs SCCO
+355.0%
-385.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.5% | +2.4% | -1.0% | +1.3% |
| 30D | +3.7% | +6.4% | -2.7% | +3.2% |
| 3M | -7.2% | +21.6% | -28.8% | -8.8% |
| 6M | -4.2% | +13.4% | -17.6% | -5.6% |
| YTD | +1.9% | +52.6% | -50.7% | -3.1% |
| 1Y | -6.4% | +122.4% | -128.7% | -15.0% |
| 3Y | +7.7% | +208.5% | -200.7% | -10.8% |
| 5Y | -30.9% | +353.9% | -384.8% | -48.4% |
| All | -30.9% | +355.0% | -385.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling