+398.8%
OSCR vs AME
+59.6%
+339.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +10.7% | -6.4% | +17.1% | +13.5% |
| 3M | +13.4% | +7.1% | +6.3% | +9.3% |
| 6M | +144.6% | +8.2% | +136.4% | +133.1% |
| YTD | +128.0% | +18.2% | +109.9% | +108.4% |
| 1Y | +68.7% | +26.7% | +41.9% | +48.4% |
| 3Y | +398.8% | +60.7% | +338.1% | +219.9% |
| All | +398.8% | +59.6% | +339.2% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling