-58.9%
AMC vs OSCR
+339.8%
-398.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.4% |
| 30D | +12.5% | -9.5% | +22.0% | +13.6% |
| 3M | +23.6% | +0.9% | +22.7% | +23.3% |
| 6M | +144.4% | +31.5% | +112.9% | +136.5% |
| YTD | +108.3% | +116.1% | -7.7% | +91.7% |
| 1Y | +38.9% | +122.6% | -83.7% | +27.4% |
| 3Y | -58.9% | +356.6% | -415.5% | -65.5% |
| All | -58.9% | +339.8% | -398.7% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling