+1,454.7%
AMT vs SCCO
+28,165.7%
-26,711.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.6% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +6.8% | -17.4% | +24.2% | +11.3% |
| 3M | +11.2% | -11.7% | +22.9% | +13.6% |
| 6M | +12.5% | -12.1% | +24.6% | +13.5% |
| YTD | +12.5% | +20.9% | -8.4% | +3.0% |
| 1Y | +10.1% | +31.3% | -21.2% | -1.5% |
| 3Y | +16.0% | +170.3% | -154.3% | -18.1% |
| 5Y | -17.2% | +240.8% | -257.9% | -46.6% |
| 10Y | +135.2% | +683.6% | -548.4% | +11.3% |
| All | +1,454.7% | +28,165.7% | -26,711.0% | +145.2% |
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