+131.7%
AG vs OSCR
+75.7%
+55.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.0% | +5.8% | -4.8% | +0.1% |
| 30D | +19.2% | +7.1% | +12.1% | +17.6% |
| 3M | +6.2% | +36.7% | -30.5% | +0.5% |
| 6M | -26.7% | +114.3% | -141.0% | -36.5% |
| YTD | +26.1% | +124.4% | -98.3% | +8.1% |
| 1Y | +131.7% | +75.5% | +56.2% | +102.4% |
| All | +131.7% | +75.7% | +55.9% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling