+86.1%
ARM vs SCCO
+105.9%
-19.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +5.5% | -5.3% | +10.7% | +8.8% |
| 30D | -8.2% | +0.9% | -9.1% | -9.7% |
| 3M | -35.9% | +2.4% | -38.3% | -37.5% |
| 6M | +103.1% | -2.4% | +105.5% | +96.4% |
| YTD | +130.6% | +42.4% | +88.2% | +79.9% |
| 1Y | +86.1% | +105.6% | -19.6% | +21.4% |
| All | +86.1% | +105.9% | -19.9% | +21.4% |
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