+654.6%
APP vs SCCO
+193.6%
+461.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -5.3% | +6.1% | +3.4% |
| 30D | -23.3% | +2.7% | -25.9% | -24.5% |
| 3M | -42.6% | +4.2% | -46.8% | -44.8% |
| 6M | -33.6% | -0.6% | -33.0% | -35.7% |
| YTD | -52.4% | +45.0% | -97.4% | -62.9% |
| 1Y | -35.9% | +109.3% | -145.2% | -60.5% |
| All | +654.6% | +193.6% | +461.0% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling