-73.8%
USO vs AMT
+744.4%
-818.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -9.1% | +0.4% | -9.4% | -9.2% |
| 30D | -3.7% | +3.7% | -7.4% | -4.7% |
| 3M | +20.9% | +10.7% | +10.2% | +17.6% |
| 6M | +6.8% | +9.3% | -2.5% | +3.8% |
| YTD | +106.3% | +10.9% | +95.3% | +98.6% |
| 1Y | +100.2% | +10.5% | +89.7% | +92.9% |
| 3Y | +103.1% | +15.5% | +87.5% | +87.2% |
| 5Y | +146.1% | -20.6% | +166.7% | +147.0% |
| 10Y | +73.5% | +124.5% | -51.1% | +18.9% |
| All | -73.8% | +744.4% | -818.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling