-8.2%
OSCR vs AMBA
-49.2%
+41.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -3.7% | +10.7% | -14.4% | -6.2% |
| 30D | -5.5% | -5.0% | -0.4% | -4.8% |
| 3M | +7.9% | -26.9% | +34.8% | +14.7% |
| 6M | +34.6% | -21.9% | +56.5% | +34.3% |
| YTD | +122.3% | -13.8% | +136.1% | +112.2% |
| 1Y | +111.5% | -36.1% | +147.6% | +117.8% |
| 3Y | +349.2% | +21.6% | +327.6% | +242.3% |
| 5Y | +162.2% | -68.8% | +231.0% | +162.2% |
| All | -8.2% | -49.2% | +41.0% | -13.4% |
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