+262.0%
AMAT vs OSCR
+92.3%
+169.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.4% |
| 7D | +6.9% | +4.7% | +2.2% | +6.4% |
| 30D | -10.1% | +14.8% | -24.9% | -11.6% |
| 3M | -6.0% | +16.7% | -22.7% | -8.3% |
| 6M | +38.6% | +127.5% | -88.9% | +23.6% |
| YTD | +83.1% | +121.0% | -37.9% | +63.6% |
| 1Y | +188.3% | +58.4% | +129.9% | +164.6% |
| 3Y | +225.3% | +392.4% | -167.1% | +139.0% |
| 5Y | +262.0% | +80.5% | +181.5% | +157.3% |
| All | +262.0% | +92.3% | +169.7% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling