-5.1%
OSCR vs ACM
+19.5%
-24.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | +10.7% | -0.3% | +10.9% | +10.9% |
| 30D | +18.3% | -12.9% | +31.2% | +27.6% |
| 3M | +20.5% | -6.4% | +26.9% | +22.9% |
| 6M | +138.5% | -29.2% | +167.7% | +193.5% |
| YTD | +129.7% | -29.9% | +159.7% | +179.6% |
| 1Y | +62.8% | -47.3% | +110.0% | +147.9% |
| 3Y | +411.8% | -19.6% | +431.4% | +414.0% |
| 5Y | +99.9% | +5.5% | +94.4% | +68.5% |
| All | -5.1% | +19.5% | -24.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling