-29.4%
AMT vs OSCR
+96.8%
-126.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.8% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | +4.4% | +10.7% | -6.3% | +3.7% |
| 3M | -5.2% | +13.4% | -18.5% | -6.1% |
| 6M | -0.8% | +144.6% | -145.4% | -6.4% |
| YTD | +3.3% | +128.0% | -124.8% | -2.4% |
| 1Y | -6.0% | +68.7% | -74.7% | -10.2% |
| 3Y | +9.6% | +398.8% | -389.2% | -7.0% |
| All | -29.4% | +96.8% | -126.2% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling