+76.5%
ADM vs OSCR
-11.8%
+88.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.6% |
| 7D | +1.4% | +4.7% | -3.3% | +1.2% |
| 30D | +8.2% | +14.8% | -6.6% | +7.7% |
| 3M | +8.7% | +16.7% | -8.0% | +8.0% |
| 6M | +29.1% | +127.5% | -98.4% | +24.9% |
| YTD | +53.7% | +121.0% | -67.4% | +48.7% |
| 1Y | +43.2% | +58.4% | -15.2% | +39.8% |
| 3Y | +21.4% | +392.4% | -371.0% | +11.6% |
| 5Y | +67.1% | +80.5% | -13.4% | +51.8% |
| All | +76.5% | -11.8% | +88.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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