-99.8%
AMIX vs OSCR
+160.0%
-259.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -3.8% |
| 7D | -6.3% | +1.1% | -7.4% | -6.2% |
| 30D | -51.9% | +16.5% | -68.4% | -51.1% |
| 3M | -44.9% | +17.0% | -61.9% | -44.1% |
| 6M | -47.9% | +145.0% | -192.9% | -45.9% |
| YTD | -62.0% | +126.7% | -188.8% | -60.7% |
| 1Y | -82.0% | +67.2% | -149.2% | -81.8% |
| All | -99.8% | +160.0% | -259.8% | -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 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