+82.1%
USO vs AMT
+10.0%
+72.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.3% |
| 7D | +9.5% | -0.2% | +9.7% | +9.4% |
| 30D | +23.6% | +4.6% | +18.9% | +24.5% |
| 3M | +3.8% | -8.4% | +12.3% | +2.5% |
| 6M | +55.0% | -6.0% | +61.1% | +54.1% |
| YTD | +105.3% | +2.1% | +103.1% | +106.5% |
| 1Y | +91.4% | -6.4% | +97.8% | +89.7% |
| All | +82.1% | +10.0% | +72.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 3y: compounded portfolio wealth divided by compounded AMT 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…
3y analysis · Full analysis span regression · 6 months rolling