+170.3%
SCCO vs ACM
-9.1%
+179.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -1.9% | +5.6% | -7.5% | -3.7% |
| 30D | -17.4% | +20.8% | -38.2% | -22.5% |
| 3M | -11.7% | +11.4% | -23.1% | -15.1% |
| 6M | -12.1% | +0.9% | -13.1% | -13.1% |
| YTD | +20.9% | -24.8% | +45.7% | +33.6% |
| 1Y | +31.3% | -46.4% | +77.8% | +73.4% |
| 3Y | +170.3% | -9.2% | +179.5% | +158.2% |
| All | +170.3% | -9.1% | +179.4% | +158.2% |
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