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  • OSCR vs ABCL✓SelectedUSD · ABCLOSCR vs ABCL performance historyLatest closeAs of+0.03%09/04
Stock and ETF performance explorer

OSCR vs ABCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+75.5%
ABCL return
+186.8%
Excess return
-111.4%
Maximum drawdown
-51.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioABCLExcessAlpha
1D0.0%-1.2%+1.2%+0.1%
7D+5.8%+0.7%+5.1%+5.8%
30D+7.1%+93.1%-86.0%-0.3%
3M+36.7%+79.4%-42.8%+27.4%
6M+114.3%+214.9%-100.6%+82.0%
YTD+124.4%+234.2%-109.8%+89.4%
1Y+75.5%+174.8%-99.3%+56.4%
All+75.5%+186.8%-111.4%+56.4%

Cumulative growth

Daily Returns

Daily percentage return beside ABCL.

Daily Out/Under-Performance

Portfolio return minus ABCL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…

1y analysis · Full analysis span regression · 6 months rolling