+395.9%
OSCR vs ACM
-23.7%
+419.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.3% | +3.3% |
| 7D | +1.1% | -5.9% | +7.0% | +3.5% |
| 30D | +16.5% | -6.2% | +22.7% | +18.8% |
| 3M | +17.0% | -7.9% | +24.9% | +19.2% |
| 6M | +145.0% | -30.6% | +175.6% | +185.5% |
| YTD | +126.7% | -33.3% | +160.0% | +166.3% |
| 1Y | +67.2% | -49.2% | +116.4% | +131.3% |
| All | +395.9% | -23.7% | +419.6% | +360.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling