+405.0%
AVAV vs SCCO
+2,112.1%
-1,707.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.1% |
| 7D | +18.4% | +1.7% | +16.7% | +18.0% |
| 30D | -4.9% | -18.1% | +13.1% | +0.8% |
| 3M | -37.7% | -12.8% | -24.8% | -35.5% |
| 6M | -28.4% | -8.5% | -20.0% | -27.1% |
| YTD | -50.0% | +23.9% | -74.0% | -53.9% |
| 1Y | -62.6% | +30.0% | -92.6% | -66.0% |
| 3Y | -0.6% | +175.2% | -175.8% | -29.0% |
| 5Y | +31.9% | +249.4% | -217.4% | -14.5% |
| 10Y | +332.3% | +703.4% | -371.0% | +116.5% |
| All | +405.0% | +2,112.1% | -1,707.2% | +83.2% |
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 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