+200.5%
USO vs AMT
-31.2%
+231.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +23.8% | +1.8% | +21.9% | +23.9% |
| 3M | +8.1% | -6.2% | +14.2% | +7.9% |
| 6M | +34.3% | -5.0% | +39.2% | +34.2% |
| YTD | +111.1% | +2.1% | +109.1% | +111.3% |
| 1Y | +99.9% | -5.7% | +105.7% | +99.6% |
| 3Y | +86.5% | +7.9% | +78.6% | +83.7% |
| 5Y | +200.5% | -32.3% | +232.9% | +206.3% |
| All | +200.5% | -31.2% | +231.7% | +206.3% |
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