+1,479.6%
SCCO vs ACM
+230.8%
+1,248.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -5.3% | -3.7% | -1.5% | -3.2% |
| 30D | +2.7% | -11.1% | +13.8% | +8.5% |
| 3M | +4.2% | -8.0% | +12.2% | +7.5% |
| 6M | -0.6% | -29.7% | +29.0% | +18.7% |
| YTD | +45.0% | -29.4% | +74.3% | +70.6% |
| 1Y | +109.3% | -46.4% | +155.7% | +188.3% |
| 3Y | +180.8% | -22.3% | +203.1% | +204.7% |
| 5Y | +314.3% | +4.5% | +309.8% | +270.3% |
| 10Y | +1,083.3% | +127.6% | +955.7% | +491.3% |
| All | +1,479.6% | +230.8% | +1,248.8% | +420.2% |
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