+147.1%
AMAT vs OKE
+85.8%
+61.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | +11.4% | +5.4% | +6.0% | +9.3% |
| 30D | -17.0% | -1.3% | -15.7% | -16.7% |
| 3M | -30.6% | -2.0% | -28.6% | -30.4% |
| 6M | -14.9% | +3.4% | -18.4% | -17.3% |
| YTD | +44.7% | +28.2% | +16.5% | +24.5% |
| 1Y | +66.9% | +35.7% | +31.2% | +39.0% |
| 3Y | +153.3% | +61.0% | +92.3% | +85.7% |
| All | +147.1% | +85.8% | +61.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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