+13.4%
AUR vs SCCO
+105.9%
-92.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +8.7% | -5.3% | +14.0% | +11.5% |
| 30D | -5.2% | +0.9% | -6.1% | -6.0% |
| 3M | -7.3% | +2.4% | -9.7% | -9.0% |
| 6M | +41.2% | -2.4% | +43.6% | +39.1% |
| YTD | +65.1% | +42.4% | +22.7% | +30.1% |
| 1Y | +13.4% | +105.6% | -92.2% | -14.5% |
| All | +13.4% | +105.9% | -92.5% | -14.5% |
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