+213.1%
USO vs AMCR
-12.3%
+225.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.4% |
| 7D | +9.1% | -6.3% | +15.4% | +8.2% |
| 30D | +21.7% | -7.8% | +29.5% | +20.5% |
| 3M | +20.2% | +7.5% | +12.7% | +21.1% |
| 6M | +43.4% | +2.7% | +40.7% | +45.8% |
| YTD | +124.0% | +6.0% | +117.9% | +126.5% |
| 1Y | +112.2% | +7.8% | +104.4% | +114.2% |
| 3Y | +97.7% | +5.8% | +91.9% | +97.4% |
| All | +213.1% | -12.3% | +225.4% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling