+5,832.0%
APH vs USO
-74.0%
+5,906.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +9.5% | -4.5% | +3.2% |
| 30D | -3.9% | +23.6% | -27.5% | -7.8% |
| 3M | +13.0% | +3.8% | +9.2% | +11.4% |
| 6M | +25.2% | +55.0% | -29.9% | +11.0% |
| YTD | +22.9% | +105.3% | -82.3% | +2.1% |
| 1Y | +47.8% | +91.4% | -43.5% | +24.5% |
| 3Y | +283.0% | +84.6% | +198.5% | +219.2% |
| 5Y | +349.7% | +191.7% | +157.9% | +224.5% |
| 10Y | +1,061.2% | +73.3% | +987.9% | +775.4% |
| All | +5,832.0% | -74.0% | +5,906.0% | +6,334.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling