+258.0%
AMAT vs OSCR
-10.8%
+268.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.1% | +6.5% |
| 7D | +7.0% | -8.8% | +15.7% | +8.0% |
| 30D | -20.6% | -5.6% | -15.0% | -20.2% |
| 3M | -24.8% | +14.8% | -39.6% | -26.1% |
| 6M | -10.7% | +46.0% | -56.7% | -15.6% |
| YTD | +54.3% | +123.5% | -69.2% | +38.1% |
| 1Y | +73.7% | +116.2% | -42.5% | +55.4% |
| 3Y | +168.4% | +351.6% | -183.2% | +104.0% |
| 5Y | +167.6% | +157.5% | +10.1% | +95.5% |
| All | +258.0% | -10.8% | +268.8% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling