+538.3%
AMD vs OSCR
-9.0%
+547.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +8.1% | +1.6% | +6.5% | +7.8% |
| 30D | +6.9% | +10.7% | -3.8% | +5.4% |
| 3M | +5.7% | +13.4% | -7.7% | +3.2% |
| 6M | +152.0% | +144.6% | +7.4% | +119.8% |
| YTD | +141.0% | +128.0% | +13.0% | +111.4% |
| 1Y | +231.6% | +68.7% | +162.9% | +199.0% |
| 3Y | +390.1% | +398.8% | -8.7% | +245.9% |
| 5Y | +390.6% | +87.3% | +303.4% | +240.9% |
| All | +538.3% | -9.0% | +547.3% | +414.2% |
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