+91.5%
OSCR vs ACM
+1.2%
+90.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | +1.6% | -4.6% | +6.2% | +4.7% |
| 30D | +10.7% | +4.1% | +6.6% | +7.5% |
| 3M | +13.4% | -8.3% | +21.7% | +17.2% |
| 6M | +144.6% | -30.1% | +174.6% | +205.1% |
| YTD | +128.0% | -32.6% | +160.7% | +187.2% |
| 1Y | +68.7% | -49.6% | +118.2% | +171.4% |
| 3Y | +398.8% | -23.0% | +421.8% | +406.3% |
| All | +91.5% | +1.2% | +90.3% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling