+135.6%
OSCR vs AMDL
+115.6%
+20.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.3% | +3.0% |
| 7D | +1.1% | +20.7% | -19.6% | -0.4% |
| 30D | +16.5% | +9.4% | +7.0% | +15.5% |
| 3M | +17.0% | +5.6% | +11.3% | +13.3% |
| 6M | +145.0% | +340.3% | -195.3% | +98.7% |
| YTD | +126.7% | +253.6% | -126.9% | +84.8% |
| 1Y | +67.2% | +443.4% | -376.1% | +28.2% |
| All | +135.6% | +115.6% | +20.0% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling