+214.2%
ARM vs SCCO
+146.3%
+67.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | 0.0% |
| 7D | +19.8% | +1.7% | +18.1% | +18.7% |
| 30D | -21.8% | -18.1% | -3.7% | -10.1% |
| 3M | -26.5% | -12.8% | -13.7% | -19.8% |
| 6M | -3.9% | -8.5% | +4.5% | +2.6% |
| YTD | +82.8% | +23.9% | +58.8% | +52.7% |
| 1Y | +34.3% | +30.0% | +4.3% | +8.1% |
| 3Y | +282.2% | +175.2% | +107.0% | +64.0% |
| All | +214.2% | +146.3% | +67.9% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling