+159.6%
USO vs AMBA
-69.7%
+229.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.9% | +2.7% | -4.6% | -1.9% |
| 30D | -5.2% | -2.2% | -3.0% | -5.2% |
| 3M | +16.4% | -26.6% | +43.1% | +16.7% |
| 6M | +2.5% | -26.8% | +29.3% | +2.5% |
| YTD | +110.5% | -15.1% | +125.6% | +110.6% |
| 1Y | +108.4% | -32.3% | +140.7% | +109.9% |
| 3Y | +99.6% | +19.8% | +79.8% | +93.8% |
| All | +159.6% | -69.7% | +229.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling