+285.6%
APH vs OSCR
+386.4%
-100.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | +1.6% | +4.7% | -3.1% | +1.3% |
| 30D | -3.0% | +14.8% | -17.8% | -4.0% |
| 3M | +5.7% | +16.7% | -10.9% | +4.2% |
| 6M | +20.0% | +127.5% | -107.5% | +11.4% |
| YTD | +20.8% | +121.0% | -100.2% | +12.2% |
| 1Y | +40.2% | +58.4% | -18.2% | +32.2% |
| All | +285.6% | +386.4% | -100.8% | +229.9% |
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 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