-35.7%
AUR vs SCCO
+223.7%
-259.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.8% |
| 30D | -6.4% | -0.7% | -5.7% | -6.7% |
| 3M | +7.7% | +8.1% | -0.4% | +2.0% |
| 6M | +44.5% | +4.1% | +40.4% | +38.5% |
| YTD | +67.4% | +41.1% | +26.3% | +29.7% |
| 1Y | +15.4% | +95.6% | -80.1% | -27.2% |
| 3Y | +94.8% | +179.3% | -84.4% | -0.8% |
| 5Y | -35.1% | +308.3% | -343.4% | -72.5% |
| All | -35.7% | +223.7% | -259.4% | -72.9% |
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