+75.5%
OSCR vs ACM
-45.8%
+121.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.8% | -3.7% | +9.6% | +6.8% |
| 30D | +7.1% | -11.1% | +18.2% | +10.2% |
| 3M | +36.7% | -8.0% | +44.6% | +39.0% |
| 6M | +114.3% | -29.7% | +143.9% | +145.1% |
| YTD | +124.4% | -29.4% | +153.8% | +149.8% |
| 1Y | +75.5% | -46.4% | +121.9% | +131.8% |
| All | +75.5% | -45.8% | +121.2% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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