+35.8%
AVAV vs SCCO
+264.9%
-229.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +9.9% | -2.4% | +12.3% | +11.0% |
| 30D | -5.4% | -16.5% | +11.1% | -0.1% |
| 3M | -36.5% | -10.4% | -26.2% | -34.8% |
| 6M | -25.3% | -2.8% | -22.5% | -25.3% |
| YTD | -48.6% | +27.2% | -75.7% | -53.0% |
| 1Y | -62.1% | +33.6% | -95.7% | -65.8% |
| 3Y | +2.3% | +182.4% | -180.1% | -26.2% |
| All | +35.8% | +264.9% | -229.1% | -7.2% |
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