+296.4%
ARM vs SCCO
+188.1%
+108.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +5.5% | -5.3% | +10.7% | +9.1% |
| 30D | -8.2% | +2.7% | -10.9% | -10.9% |
| 3M | -35.9% | +4.2% | -40.1% | -38.0% |
| 6M | +103.1% | -0.6% | +103.8% | +101.2% |
| YTD | +130.6% | +45.0% | +85.6% | +72.4% |
| 1Y | +86.1% | +109.3% | -23.2% | +6.7% |
| All | +296.4% | +188.1% | +108.3% | +72.2% |
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