+41.0%
AVAV vs SCCO
+339.1%
-298.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +1.4% |
| 7D | +3.2% | +3.4% | -0.2% | +2.1% |
| 30D | -20.3% | +6.6% | -26.9% | -22.1% |
| 3M | -19.4% | +24.5% | -43.9% | -25.1% |
| 6M | -35.3% | +16.5% | -51.7% | -38.9% |
| YTD | -38.5% | +52.1% | -90.6% | -46.5% |
| 1Y | -37.2% | +114.2% | -151.4% | -50.1% |
| 3Y | +31.1% | +207.4% | -176.3% | -7.3% |
| 5Y | +41.0% | +353.7% | -312.7% | -11.2% |
| All | +41.0% | +339.1% | -298.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling