+2.1%
AMT vs OSCR
-11.8%
+13.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.1% |
| 7D | +1.5% | +4.7% | -3.3% | +1.2% |
| 30D | +3.7% | +14.8% | -11.0% | +2.9% |
| 3M | -7.2% | +16.7% | -23.9% | -8.2% |
| 6M | -4.2% | +127.5% | -131.7% | -9.0% |
| YTD | +1.9% | +121.0% | -119.1% | -3.3% |
| 1Y | -6.4% | +58.4% | -64.8% | -10.0% |
| 3Y | +7.7% | +392.4% | -384.7% | -7.4% |
| 5Y | -30.9% | +80.5% | -111.4% | -41.3% |
| All | +2.1% | -11.8% | +13.9% | -12.2% |
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