-5.8%
OSCR vs AMCR
-2.9%
-2.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +1.6% | -6.3% | +7.9% | +4.3% |
| 30D | +10.7% | -7.8% | +18.5% | +14.3% |
| 3M | +13.4% | +7.5% | +5.8% | +9.5% |
| 6M | +144.6% | +2.7% | +141.9% | +139.5% |
| YTD | +128.0% | +6.0% | +122.0% | +118.0% |
| 1Y | +68.7% | +7.8% | +60.9% | +59.4% |
| 3Y | +398.8% | +5.8% | +393.0% | +349.0% |
| 5Y | +87.3% | -11.6% | +98.9% | +92.1% |
| All | -5.8% | -2.9% | -2.9% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling