+235.7%
AMAT vs OSCR
-13.8%
+249.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.5% |
| 7D | +11.4% | +1.3% | +10.0% | +11.2% |
| 30D | -17.0% | -9.5% | -7.5% | -16.3% |
| 3M | -30.6% | +0.9% | -31.5% | -30.9% |
| 6M | -14.9% | +31.5% | -46.4% | -18.6% |
| YTD | +44.7% | +116.1% | -71.4% | +29.9% |
| 1Y | +66.9% | +122.6% | -55.7% | +48.8% |
| 3Y | +153.3% | +356.6% | -203.3% | +92.1% |
| 5Y | +146.2% | +154.9% | -8.7% | +80.4% |
| All | +235.7% | -13.8% | +249.4% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling