+193.1%
APD vs SCCO
+682.0%
-488.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.3% |
| 30D | +8.2% | -17.4% | +25.6% | +13.2% |
| 3M | +4.3% | -11.7% | +15.9% | +6.7% |
| 6M | +4.7% | -12.1% | +16.8% | +6.1% |
| YTD | +31.5% | +20.9% | +10.7% | +18.0% |
| 1Y | +23.5% | +31.3% | -7.8% | +8.0% |
| 3Y | +29.1% | +170.3% | -141.2% | -15.3% |
| 5Y | +15.9% | +240.8% | -224.9% | -32.3% |
| All | +193.1% | +682.0% | -488.9% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling