+521.2%
APA vs SCCO
+28,322.8%
-27,801.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.7% |
| 7D | +8.5% | -1.9% | +10.4% | +9.2% |
| 30D | +2.8% | -17.4% | +20.2% | +10.5% |
| 3M | +21.7% | -11.7% | +33.4% | +25.7% |
| 6M | +32.6% | -12.1% | +44.7% | +33.4% |
| YTD | +103.7% | +20.9% | +82.8% | +68.4% |
| 1Y | +101.8% | +31.3% | +70.5% | +60.4% |
| 3Y | +48.1% | +170.3% | -122.3% | -18.8% |
| 5Y | +91.9% | +240.8% | -148.9% | -5.8% |
| 10Y | +8.4% | +683.6% | -675.3% | -60.8% |
| All | +521.2% | +28,322.8% | -27,801.6% | +15.7% |
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