+966.3%
SCCO vs ARMK
+328.3%
+638.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -1.9% | +2.7% | -4.6% | -2.7% |
| 30D | -17.4% | -1.5% | -15.9% | -16.9% |
| 3M | -11.7% | -11.6% | -0.1% | -8.2% |
| 6M | -12.1% | +6.7% | -18.9% | -14.2% |
| YTD | +20.9% | +47.4% | -26.5% | +6.5% |
| 1Y | +31.3% | +41.5% | -10.1% | +17.1% |
| 3Y | +170.3% | +95.5% | +74.8% | +114.6% |
| 5Y | +240.8% | +108.4% | +132.4% | +161.0% |
| 10Y | +683.6% | +132.3% | +551.4% | +454.1% |
| All | +966.3% | +328.3% | +638.0% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling