+146.1%
USO vs AMT
-20.6%
+166.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -9.1% | +0.4% | -9.4% | -9.0% |
| 30D | -3.7% | +3.7% | -7.4% | -3.6% |
| 3M | +20.9% | +10.7% | +10.2% | +21.6% |
| 6M | +6.8% | +9.3% | -2.5% | +7.4% |
| YTD | +106.3% | +10.9% | +95.3% | +107.3% |
| 1Y | +100.2% | +10.5% | +89.7% | +101.2% |
| 3Y | +103.1% | +15.5% | +87.5% | +100.7% |
| 5Y | +146.1% | -20.6% | +166.7% | +159.2% |
| All | +146.1% | -20.6% | +166.7% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling