+257,669.3%
AMZN vs SCCO
+27,082.2%
+230,587.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.0% | +2.4% | -3.5% | -1.8% |
| 30D | -9.2% | +6.4% | -15.7% | -11.3% |
| 3M | +3.4% | +21.6% | -18.2% | -3.6% |
| 6M | +18.2% | +13.4% | +4.8% | +11.5% |
| YTD | +9.3% | +52.6% | -43.3% | -7.2% |
| 1Y | +5.9% | +122.4% | -116.4% | -20.3% |
| 3Y | +82.6% | +208.5% | -125.9% | +20.8% |
| 5Y | +44.9% | +353.9% | -309.0% | -17.1% |
| 10Y | +564.1% | +1,187.3% | -623.2% | +154.5% |
| All | +257,669.3% | +27,082.2% | +230,587.1% | +25,032.0% |
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 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