+520.8%
APP vs SCCO
+212.6%
+308.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.8% |
| 7D | +48.9% | -2.4% | +51.3% | +49.4% |
| 30D | +49.4% | -16.5% | +65.9% | +60.3% |
| 3M | +27.0% | -10.4% | +37.4% | +30.5% |
| 6M | -15.4% | -2.8% | -12.6% | -17.6% |
| YTD | -39.9% | +27.2% | -67.1% | -49.4% |
| 1Y | -32.0% | +33.6% | -65.6% | -44.0% |
| 3Y | +824.3% | +182.4% | +641.9% | +425.6% |
| 5Y | +252.4% | +262.8% | -10.3% | +73.2% |
| All | +520.8% | +212.6% | +308.2% | +194.8% |
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