-99.8%
AMIX vs OSCR
+157.4%
-257.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -13.7% | +5.8% | -19.6% | -13.3% |
| 30D | -62.1% | +7.1% | -69.2% | -61.6% |
| 3M | -46.2% | +36.7% | -82.8% | -45.1% |
| 6M | -46.4% | +114.3% | -160.7% | -44.7% |
| YTD | -60.3% | +124.4% | -184.7% | -58.9% |
| 1Y | -79.7% | +75.5% | -155.1% | -79.3% |
| All | -99.8% | +157.4% | -257.2% | -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 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