+245.2%
AMAT vs OSCR
-11.3%
+256.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.5% |
| 7D | +19.3% | -3.7% | +23.1% | +19.7% |
| 30D | -17.9% | -5.5% | -12.5% | -17.6% |
| 3M | -30.4% | +7.9% | -38.3% | -31.3% |
| 6M | -11.4% | +34.6% | -46.0% | -15.5% |
| YTD | +48.8% | +122.3% | -73.5% | +33.2% |
| 1Y | +66.0% | +111.5% | -45.5% | +48.8% |
| 3Y | +158.8% | +349.2% | -190.4% | +96.8% |
| 5Y | +153.2% | +162.2% | -9.1% | +85.0% |
| All | +245.2% | -11.3% | +256.4% | +183.9% |
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 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