+623.8%
AMD vs OSCR
-11.3%
+635.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +5.9% |
| 7D | +44.7% | -3.7% | +48.5% | +45.2% |
| 30D | -3.3% | -5.5% | +2.1% | -2.8% |
| 3M | +21.2% | +7.9% | +13.3% | +19.5% |
| 6M | +30.6% | +34.6% | -4.0% | +23.5% |
| YTD | +173.3% | +122.3% | +51.0% | +139.8% |
| 1Y | +126.1% | +111.5% | +14.6% | +98.9% |
| 3Y | +393.5% | +349.2% | +44.3% | +254.2% |
| 5Y | +295.8% | +162.2% | +133.5% | +171.0% |
| All | +623.8% | -11.3% | +635.1% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling