-7.3%
OSCR vs AMBA
-47.7%
+40.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +5.8% | -11.0% | +16.8% | +8.8% |
| 30D | +7.1% | -23.2% | +30.3% | +13.9% |
| 3M | +36.7% | -12.7% | +49.4% | +36.5% |
| 6M | +114.3% | +11.2% | +103.1% | +95.6% |
| YTD | +124.4% | -11.2% | +135.6% | +115.6% |
| 1Y | +75.5% | -22.5% | +98.0% | +71.4% |
| 3Y | +390.1% | -1.3% | +391.4% | +307.5% |
| 5Y | +77.1% | -54.2% | +131.3% | +66.9% |
| All | -7.3% | -47.7% | +40.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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