+105.1%
OSCR vs AME
+21.1%
+84.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.2% | +8.6% |
| 7D | +15.5% | -4.4% | +19.9% | +15.5% |
| 30D | +8.5% | -5.9% | +14.4% | +8.7% |
| 3M | +15.8% | -6.5% | +22.4% | +16.2% |
| 6M | +89.5% | +3.2% | +86.3% | +86.0% |
| YTD | +144.9% | +16.0% | +128.9% | +134.2% |
| 1Y | +105.1% | +20.4% | +84.6% | +101.2% |
| All | +105.1% | +21.1% | +84.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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