+68.7%
OSCR vs ACM
-48.8%
+117.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +1.6% | -4.6% | +6.2% | +2.8% |
| 30D | +10.7% | +4.1% | +6.6% | +9.6% |
| 3M | +13.4% | -8.3% | +21.7% | +15.0% |
| 6M | +144.6% | -30.1% | +174.6% | +177.1% |
| YTD | +128.0% | -32.6% | +160.7% | +156.6% |
| 1Y | +68.7% | -49.6% | +118.2% | +128.7% |
| All | +68.7% | -48.8% | +117.5% | +128.7% |
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