-97.1%
AMC vs OSCR
-9.0%
-88.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.1% |
| 7D | -7.2% | +1.6% | -8.8% | -7.6% |
| 30D | -2.8% | +10.7% | -13.4% | -5.4% |
| 3M | +7.9% | +13.4% | -5.5% | +3.4% |
| 6M | +119.6% | +144.6% | -24.9% | +72.3% |
| YTD | +57.7% | +128.0% | -70.4% | +24.7% |
| 1Y | -12.1% | +68.7% | -80.8% | -27.2% |
| 3Y | -66.5% | +398.8% | -465.3% | -83.9% |
| 5Y | -99.5% | +87.3% | -186.8% | -99.7% |
| All | -97.1% | -9.0% | -88.2% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling