+312.0%
AMAT vs OSCR
-10.4%
+322.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +5.8% | -7.3% | -2.1% |
| 30D | -14.8% | +7.1% | -21.9% | -15.6% |
| 3M | -9.3% | +36.7% | -45.9% | -13.0% |
| 6M | +27.4% | +114.3% | -86.9% | +15.0% |
| YTD | +77.6% | +124.4% | -46.9% | +59.2% |
| 1Y | +188.9% | +75.5% | +113.5% | +163.1% |
| 3Y | +202.3% | +390.1% | -187.8% | +127.1% |
| 5Y | +248.9% | +77.1% | +171.8% | +158.0% |
| All | +312.0% | -10.4% | +322.4% | +239.3% |
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