+68.7%
OSCR vs AMDL
+476.7%
-408.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.4% |
| 7D | +1.6% | +15.9% | -14.3% | +0.8% |
| 30D | +10.7% | +10.5% | +0.2% | +10.0% |
| 3M | +13.4% | -4.7% | +18.1% | +11.3% |
| 6M | +144.6% | +355.2% | -210.6% | +97.5% |
| YTD | +128.0% | +270.9% | -142.8% | +84.9% |
| 1Y | +68.7% | +499.5% | -430.8% | +39.6% |
| All | +68.7% | +476.7% | -408.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling