+202.0%
SCCO vs ACM
-22.3%
+224.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.4% |
| 7D | +2.4% | -3.7% | +6.1% | +3.7% |
| 30D | +6.4% | -12.7% | +19.1% | +11.3% |
| 3M | +21.6% | -9.8% | +31.4% | +25.1% |
| 6M | +13.4% | -31.4% | +44.8% | +30.7% |
| YTD | +52.6% | -32.1% | +84.7% | +75.0% |
| 1Y | +122.4% | -47.8% | +170.2% | +190.8% |
| All | +202.0% | -22.3% | +224.3% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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