+790.4%
SCCO vs AMBA
+818.6%
-28.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.3% | 0.0% | +4.2% |
| 7D | -0.9% | 0.0% | -0.8% | -0.9% |
| 30D | -15.0% | -8.6% | -6.4% | -13.6% |
| 3M | -9.1% | -29.0% | +19.9% | -3.3% |
| 6M | -0.9% | -19.2% | +18.3% | +0.7% |
| YTD | +29.7% | -13.0% | +42.7% | +28.7% |
| 1Y | +38.2% | -31.3% | +69.4% | +42.5% |
| 3Y | +191.5% | +28.1% | +163.3% | +157.3% |
| 5Y | +281.7% | -69.4% | +351.2% | +300.9% |
| 10Y | +830.3% | +7.6% | +822.7% | +620.5% |
| All | +790.4% | +818.6% | -28.2% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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