+1,250.2%
SCCO vs ACM
+250.2%
+1,000.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +1.7% | +5.1% | -3.4% | -1.1% |
| 30D | -18.1% | +18.7% | -36.8% | -25.9% |
| 3M | -12.8% | +15.5% | -28.3% | -20.7% |
| 6M | -8.5% | +1.2% | -9.7% | -11.2% |
| YTD | +23.9% | -25.2% | +49.2% | +40.5% |
| 1Y | +30.0% | -46.3% | +76.3% | +78.2% |
| 3Y | +175.2% | -9.6% | +184.7% | +171.9% |
| 5Y | +249.4% | +4.4% | +245.0% | +212.4% |
| 10Y | +703.4% | +129.3% | +574.1% | +301.0% |
| All | +1,250.2% | +250.2% | +1,000.0% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling