+136.9%
OSCR vs AMDL
+126.1%
+10.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.2% |
| 7D | +1.6% | +15.9% | -14.3% | +0.5% |
| 30D | +10.7% | +10.5% | +0.2% | +9.6% |
| 3M | +13.4% | -4.7% | +18.1% | +11.0% |
| 6M | +144.6% | +355.2% | -210.6% | +98.0% |
| YTD | +128.0% | +270.9% | -142.8% | +85.2% |
| 1Y | +68.7% | +499.5% | -430.8% | +28.1% |
| All | +136.9% | +126.1% | +10.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling