+228.1%
AMAT vs OSCR
+402.4%
-174.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.8% |
| 7D | +7.0% | +10.7% | -3.7% | +6.2% |
| 30D | -12.2% | +18.3% | -30.5% | -13.5% |
| 3M | -3.8% | +20.5% | -24.4% | -5.8% |
| 6M | +45.9% | +138.5% | -92.6% | +32.2% |
| YTD | +84.6% | +129.7% | -45.1% | +67.7% |
| 1Y | +193.4% | +62.8% | +130.6% | +172.1% |
| 3Y | +228.1% | +411.8% | -183.7% | +146.9% |
| All | +228.1% | +402.4% | -174.4% | +146.9% |
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 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