+170.1%
AMAT vs OSCR
+354.8%
-184.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.1% | +6.3% |
| 7D | +7.0% | -8.8% | +15.7% | +7.7% |
| 30D | -20.6% | -5.6% | -15.0% | -20.3% |
| 3M | -24.8% | +14.8% | -39.6% | -25.7% |
| 6M | -10.7% | +46.0% | -56.7% | -14.5% |
| YTD | +54.3% | +123.5% | -69.2% | +40.8% |
| 1Y | +73.7% | +116.2% | -42.5% | +58.4% |
| All | +170.1% | +354.8% | -184.7% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling