+5,253.4%
APH vs USO
-72.8%
+5,326.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | -12.1% | +6.2% | -3.7% |
| 30D | -14.8% | +3.1% | -17.9% | -15.5% |
| 3M | -12.4% | +24.9% | -37.3% | -16.6% |
| 6M | +8.1% | +10.8% | -2.7% | +4.3% |
| YTD | +10.9% | +114.6% | -103.6% | -9.1% |
| 1Y | +8.8% | +109.4% | -100.6% | -10.5% |
| 3Y | +262.1% | +98.1% | +163.9% | +196.8% |
| 5Y | +283.1% | +162.4% | +120.7% | +183.0% |
| 10Y | +908.1% | +85.9% | +822.2% | +646.5% |
| All | +5,253.4% | -72.8% | +5,326.2% | +5,628.9% |
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