+91.5%
OSCR vs AFL
+133.8%
-42.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +1.6% | -1.6% | +3.3% | +2.7% |
| 30D | +10.7% | -4.0% | +14.7% | +13.5% |
| 3M | +13.4% | -0.5% | +13.9% | +13.4% |
| 6M | +144.6% | +6.5% | +138.0% | +133.3% |
| YTD | +128.0% | +6.2% | +121.9% | +117.0% |
| 1Y | +68.7% | +8.3% | +60.4% | +57.7% |
| 3Y | +398.8% | +62.5% | +336.2% | +239.7% |
| All | +91.5% | +133.8% | -42.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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