-72.4%
USO vs AMP
+1,770.5%
-1,842.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +19.1% | -1.0% | +20.1% | +19.3% |
| 3M | +14.2% | +23.2% | -9.0% | +7.8% |
| 6M | +43.7% | +20.4% | +23.3% | +35.9% |
| YTD | +116.8% | +13.6% | +103.2% | +107.3% |
| 1Y | +104.3% | +13.4% | +91.0% | +95.1% |
| 3Y | +91.5% | +66.5% | +25.0% | +62.5% |
| 5Y | +214.1% | +120.2% | +93.8% | +142.4% |
| 10Y | +77.0% | +576.5% | -499.5% | -3.4% |
| All | -72.4% | +1,770.5% | -1,842.9% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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