+895.5%
SCCO vs AMBA
+837.3%
+58.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -5.3% | -11.0% | +5.7% | -3.1% |
| 30D | +2.7% | -23.2% | +25.8% | +7.9% |
| 3M | +4.2% | -12.7% | +16.9% | +5.2% |
| 6M | -0.6% | +11.2% | -11.8% | -4.9% |
| YTD | +45.0% | -11.2% | +56.2% | +43.7% |
| 1Y | +109.3% | -22.5% | +131.8% | +111.0% |
| 3Y | +180.8% | -1.3% | +182.1% | +159.8% |
| 5Y | +314.3% | -54.2% | +368.4% | +304.3% |
| 10Y | +1,083.3% | -6.1% | +1,089.4% | +832.0% |
| All | +895.5% | +837.3% | +58.2% | +478.3% |
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