+376.7%
AMD vs OSCR
+402.4%
-25.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.7% |
| 7D | +10.0% | +10.7% | -0.6% | +9.0% |
| 30D | +4.6% | +18.3% | -13.7% | +3.0% |
| 3M | +3.1% | +20.5% | -17.4% | +0.8% |
| 6M | +162.8% | +138.5% | +24.3% | +137.0% |
| YTD | +136.2% | +129.7% | +6.4% | +113.1% |
| 1Y | +234.0% | +62.8% | +171.2% | +208.2% |
| 3Y | +376.7% | +411.8% | -35.1% | +308.6% |
| All | +376.7% | +402.4% | -25.7% | +308.6% |
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