+6.6%
AMT vs OSCR
+398.9%
-392.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.5% |
| 7D | -2.7% | +1.1% | -3.7% | -2.7% |
| 30D | +2.0% | +16.5% | -14.5% | +1.3% |
| 3M | -9.3% | +17.0% | -26.3% | -10.0% |
| 6M | -5.2% | +145.0% | -150.2% | -8.7% |
| YTD | +0.5% | +126.7% | -126.3% | -3.1% |
| 1Y | -7.3% | +67.2% | -74.5% | -10.0% |
| All | +6.6% | +398.9% | -392.3% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling