+120.4%
AS vs SCCO
+175.2%
-54.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -4.9% | -5.3% | +0.4% | -3.2% |
| 30D | -19.6% | +2.7% | -22.3% | -20.6% |
| 3M | -14.4% | +4.2% | -18.6% | -16.6% |
| 6M | -20.1% | -0.6% | -19.5% | -21.8% |
| YTD | -20.9% | +45.0% | -65.9% | -33.6% |
| 1Y | -21.9% | +109.3% | -131.2% | -44.3% |
| All | +120.4% | +175.2% | -54.9% | +51.0% |
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