+504.5%
AVAV vs SCCO
+2,488.0%
-1,983.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.2% | -5.3% | +3.0% | -0.7% |
| 30D | -13.9% | +2.7% | -16.6% | -14.8% |
| 3M | -29.2% | +4.2% | -33.4% | -30.5% |
| 6M | -36.1% | -0.6% | -35.5% | -36.8% |
| YTD | -40.2% | +45.0% | -85.2% | -47.1% |
| 1Y | -36.2% | +109.3% | -145.5% | -49.3% |
| 3Y | +47.5% | +180.8% | -133.3% | +4.7% |
| 5Y | +39.3% | +314.3% | -275.0% | -14.2% |
| 10Y | +482.6% | +1,083.3% | -600.8% | +163.7% |
| All | +504.5% | +2,488.0% | -1,983.5% | +110.1% |
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