+10,128.4%
AZO vs SCCO
+33,085.5%
-22,957.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | -5.6% | -0.7% | -4.8% | -5.7% |
| 3M | -6.6% | +8.1% | -14.7% | -8.3% |
| 6M | -22.5% | +4.1% | -26.6% | -24.0% |
| YTD | -15.2% | +41.1% | -56.3% | -20.9% |
| 1Y | -33.9% | +95.6% | -129.5% | -41.7% |
| 3Y | +11.8% | +179.3% | -167.4% | -8.7% |
| 5Y | +85.5% | +308.3% | -222.8% | +39.5% |
| 10Y | +298.2% | +1,090.2% | -792.0% | +144.0% |
| All | +10,128.4% | +33,085.5% | -22,957.1% | +3,463.3% |
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