+2,403.9%
APD vs SCCO
+29,800.4%
-27,396.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +11.0% | -16.5% | +27.5% | +16.4% |
| 3M | +2.6% | -10.4% | +12.9% | +4.8% |
| 6M | +4.8% | -2.8% | +7.6% | +3.4% |
| YTD | +31.0% | +27.2% | +3.8% | +16.2% |
| 1Y | +23.4% | +33.6% | -10.2% | +7.7% |
| 3Y | +28.4% | +182.4% | -154.0% | -14.5% |
| 5Y | +15.2% | +262.8% | -247.6% | -30.9% |
| 10Y | +190.7% | +724.4% | -533.7% | +28.1% |
| All | +2,403.9% | +29,800.4% | -27,396.5% | +322.0% |
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