+105.1%
OSCR vs AMCR
+32.3%
+72.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.9% |
| 7D | +15.5% | +6.2% | +9.2% | +14.0% |
| 30D | +8.5% | +16.0% | -7.5% | +5.3% |
| 3M | +15.8% | +4.4% | +11.5% | +14.9% |
| 6M | +89.5% | +35.5% | +54.0% | +76.5% |
| YTD | +144.9% | +21.5% | +123.4% | +135.6% |
| 1Y | +105.1% | +30.7% | +74.3% | +105.5% |
| All | +105.1% | +32.3% | +72.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling