+2,277.8%
APD vs SCCO
+33,989.4%
-31,711.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.2% | -5.3% | +3.0% | -0.7% |
| 30D | +2.1% | +2.7% | -0.6% | +1.0% |
| 3M | +7.2% | +4.2% | +3.0% | +4.6% |
| 6M | +11.2% | -0.6% | +11.9% | +8.6% |
| YTD | +24.4% | +45.0% | -20.6% | +7.0% |
| 1Y | +6.7% | +109.3% | -102.6% | -18.6% |
| 3Y | +9.2% | +180.8% | -171.5% | -26.4% |
| 5Y | +27.4% | +314.3% | -286.9% | -26.3% |
| 10Y | +164.8% | +1,083.3% | -918.5% | +5.2% |
| All | +2,277.8% | +33,989.4% | -31,711.6% | +288.5% |
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