+170.3%
SCCO vs ARMK
+96.6%
+73.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -1.9% | +2.7% | -4.6% | -2.8% |
| 30D | -17.4% | -1.5% | -15.9% | -16.8% |
| 3M | -11.7% | -11.6% | -0.1% | -7.8% |
| 6M | -12.1% | +6.7% | -18.9% | -14.5% |
| YTD | +20.9% | +47.4% | -26.5% | +5.1% |
| 1Y | +31.3% | +41.5% | -10.1% | +15.7% |
| 3Y | +170.3% | +95.5% | +74.8% | +117.6% |
| All | +170.3% | +96.6% | +73.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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