-45.3%
APP vs SCCO
+113.5%
-158.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | -4.4% | +2.4% | -6.8% | -5.2% |
| 30D | -10.0% | +6.4% | -16.4% | -12.1% |
| 3M | -41.4% | +21.6% | -63.0% | -45.4% |
| 6M | -41.0% | +13.4% | -54.4% | -44.5% |
| YTD | -54.7% | +52.6% | -107.4% | -60.3% |
| 1Y | -45.3% | +122.4% | -167.7% | -49.0% |
| All | -45.3% | +113.5% | -158.8% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling