+358.8%
APP vs SCCO
+339.1%
+19.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -5.0% |
| 7D | +0.1% | +3.4% | -3.4% | -1.6% |
| 30D | -10.0% | +6.6% | -16.6% | -13.3% |
| 3M | -44.6% | +24.5% | -69.1% | -51.0% |
| 6M | -37.9% | +16.5% | -54.4% | -44.7% |
| YTD | -53.7% | +52.1% | -105.8% | -64.3% |
| 1Y | -43.0% | +114.2% | -157.1% | -63.8% |
| 3Y | +640.8% | +207.4% | +433.3% | +279.8% |
| 5Y | +358.8% | +353.7% | +5.1% | +69.7% |
| All | +358.8% | +339.1% | +19.7% | +69.7% |
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