+114.9%
AXP vs SCCO
+169.0%
-54.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | +4.4% | -17.4% | +21.9% | +7.5% |
| 3M | -6.4% | -11.7% | +5.2% | -5.1% |
| 6M | +4.2% | -12.1% | +16.3% | +5.1% |
| YTD | -12.4% | +20.9% | -33.2% | -19.1% |
| 1Y | -11.1% | +31.3% | -42.5% | -19.6% |
| 3Y | +114.9% | +170.3% | -55.4% | +59.1% |
| All | +114.9% | +169.0% | -54.1% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling