+967.2%
AWK vs SCCO
+1,012.5%
-45.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.2% | -0.8% |
| 7D | +2.2% | +3.4% | -1.3% | +1.8% |
| 30D | +4.4% | +6.6% | -2.2% | +3.5% |
| 3M | +15.4% | +24.5% | -9.1% | +11.9% |
| 6M | +3.5% | +16.5% | -13.0% | +0.6% |
| YTD | +9.8% | +52.1% | -42.3% | +2.5% |
| 1Y | +3.0% | +114.2% | -111.2% | -8.5% |
| 3Y | +9.7% | +207.4% | -197.8% | -9.5% |
| 5Y | -17.2% | +353.7% | -370.9% | -36.6% |
| 10Y | +126.1% | +1,144.5% | -1,018.5% | +40.4% |
| All | +967.2% | +1,012.5% | -45.2% | +439.3% |
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