+169.3%
APD vs SCCO
+1,108.1%
-938.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | +1.3% |
| 7D | -3.5% | -2.7% | -0.8% | -2.9% |
| 30D | -5.1% | -0.2% | -4.9% | -5.4% |
| 3M | +6.9% | +17.8% | -10.9% | +1.3% |
| 6M | +8.1% | +2.3% | +5.8% | +5.1% |
| YTD | +21.2% | +41.6% | -20.4% | +5.2% |
| 1Y | +4.9% | +101.9% | -97.0% | -19.1% |
| 3Y | +6.3% | +186.2% | -179.9% | -29.9% |
| 5Y | +24.3% | +309.7% | -285.4% | -30.2% |
| All | +169.3% | +1,108.1% | -938.8% | +2.9% |
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