-47.6%
USO vs AMBA
+837.3%
-884.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +9.5% | -11.0% | +20.4% | +10.3% |
| 30D | +23.6% | -23.2% | +46.7% | +25.7% |
| 3M | +3.8% | -12.7% | +16.5% | +3.8% |
| 6M | +55.0% | +11.2% | +43.8% | +51.2% |
| YTD | +105.3% | -11.2% | +116.5% | +103.1% |
| 1Y | +91.4% | -22.5% | +113.9% | +90.4% |
| 3Y | +84.6% | -1.3% | +85.9% | +74.8% |
| 5Y | +191.7% | -54.2% | +245.9% | +182.7% |
| 10Y | +73.3% | -6.1% | +79.4% | +45.9% |
| All | -47.6% | +837.3% | -884.8% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling