+455.7%
APA vs SCCO
+35,670.2%
-35,214.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | -0.3% |
| 7D | -1.7% | +3.4% | -5.1% | -3.1% |
| 30D | +15.7% | +6.6% | +9.1% | +11.9% |
| 3M | +16.5% | +24.5% | -8.0% | +3.3% |
| 6M | +35.1% | +16.5% | +18.6% | +18.6% |
| YTD | +82.2% | +52.1% | +30.1% | +38.6% |
| 1Y | +102.5% | +114.2% | -11.7% | +30.3% |
| 3Y | +10.3% | +207.4% | -197.1% | -41.9% |
| 5Y | +166.1% | +353.7% | -187.6% | +17.3% |
| 10Y | -4.9% | +1,144.5% | -1,149.4% | -71.2% |
| All | +455.7% | +35,670.2% | -35,214.5% | -4.8% |
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