-9.0%
AUR vs SCCO
+43.0%
-52.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.4% | -5.4% |
| 7D | -19.8% | -7.9% | -12.0% | -16.7% |
| 30D | -29.0% | -13.0% | -16.0% | -24.3% |
| 3M | -43.6% | -6.9% | -36.7% | -42.1% |
| 6M | -36.6% | +11.0% | -47.6% | -39.4% |
| YTD | +6.3% | +30.3% | -24.0% | -16.4% |
| 1Y | -9.0% | +45.0% | -54.0% | -34.8% |
| All | -9.0% | +43.0% | -52.0% | -34.8% |
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