-99.9%
AMIX vs OSCR
+167.1%
-267.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.7% | +9.2% |
| 7D | +11.4% | +3.3% | +8.2% | +11.8% |
| 30D | -40.5% | +0.3% | -40.8% | -40.5% |
| 3M | -80.1% | +21.0% | -101.0% | -79.6% |
| 6M | -74.8% | +57.1% | -131.9% | -74.1% |
| YTD | -84.0% | +132.9% | -216.9% | -83.3% |
| 1Y | -89.7% | +129.1% | -218.8% | -89.3% |
| All | -99.9% | +167.1% | -267.0% | -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