+728.7%
AMGN vs USO
-72.5%
+801.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | -11.6% | +6.2% | -17.9% | -12.1% |
| 30D | -5.7% | +19.1% | -24.8% | -7.1% |
| 3M | +14.2% | +14.2% | 0.0% | +12.5% |
| 6M | +5.2% | +43.7% | -38.6% | +0.6% |
| YTD | +22.0% | +116.8% | -94.9% | +11.6% |
| 1Y | +43.6% | +104.3% | -60.7% | +32.0% |
| 3Y | +65.0% | +91.5% | -26.5% | +51.1% |
| 5Y | +112.0% | +214.1% | -102.0% | +79.0% |
| 10Y | +216.6% | +77.0% | +139.5% | +175.5% |
| All | +728.7% | -72.5% | +801.3% | +730.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 all: compounded portfolio wealth divided by compounded USO 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…
all analysis · Full analysis span regression · 6 months rolling