-99.9%
AMIX vs OSCR
+147.8%
-247.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +0.9% |
| 7D | -9.9% | +1.3% | -11.2% | -9.8% |
| 30D | -52.8% | -9.5% | -43.2% | -53.2% |
| 3M | -80.0% | +0.9% | -80.9% | -80.0% |
| 6M | -80.2% | +31.5% | -111.7% | -79.9% |
| YTD | -88.1% | +116.1% | -204.2% | -87.7% |
| 1Y | -91.1% | +122.6% | -213.6% | -90.7% |
| All | -99.9% | +147.8% | -247.7% | -99.9% |
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