+112.2%
USO vs AMCR
+9.4%
+102.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -3.3% |
| 7D | +9.1% | -6.3% | +15.4% | +4.5% |
| 30D | +21.7% | -7.8% | +29.5% | +15.3% |
| 3M | +20.2% | +7.5% | +12.7% | +27.6% |
| 6M | +43.4% | +2.7% | +40.7% | +58.2% |
| YTD | +124.0% | +6.0% | +117.9% | +145.2% |
| 1Y | +112.2% | +7.8% | +104.4% | +136.1% |
| All | +112.2% | +9.4% | +102.8% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling