+33.4%
AG vs OSCR
+104.5%
-71.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +8.6% | +0.6% | +7.7% |
| 7D | -2.6% | +15.5% | -18.0% | -4.8% |
| 30D | -12.1% | +8.5% | -20.7% | -13.4% |
| 3M | -6.6% | +15.8% | -22.4% | -9.4% |
| 6M | -20.5% | +89.5% | -110.0% | -30.8% |
| YTD | -7.4% | +144.9% | -152.3% | -23.8% |
| 1Y | +33.4% | +105.1% | -71.7% | +12.7% |
| All | +33.4% | +104.5% | -71.1% | +12.7% |
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