-99.5%
AMC vs OSCR
+92.3%
-191.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.0% |
| 7D | -6.8% | +4.7% | -11.5% | -7.9% |
| 30D | +1.7% | +14.8% | -13.1% | -1.8% |
| 3M | +26.8% | +16.7% | +10.1% | +21.1% |
| 6M | +117.7% | +127.5% | -9.8% | +75.7% |
| YTD | +57.7% | +121.0% | -63.3% | +27.0% |
| 1Y | -12.5% | +58.4% | -70.9% | -25.7% |
| 3Y | -65.7% | +392.4% | -458.1% | -83.1% |
| 5Y | -99.5% | +80.5% | -179.9% | -99.8% |
| All | -99.5% | +92.3% | -191.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling