+15.4%
APD vs SCCO
+264.9%
-249.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | +11.0% | -16.5% | +27.5% | +14.4% |
| 3M | +2.6% | -10.4% | +12.9% | +4.0% |
| 6M | +4.8% | -2.8% | +7.6% | +3.9% |
| YTD | +31.0% | +27.2% | +3.8% | +19.0% |
| 1Y | +23.4% | +33.6% | -10.2% | +10.6% |
| 3Y | +28.4% | +182.4% | -154.0% | -11.0% |
| All | +15.4% | +264.9% | -249.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling