+137,736.4%
AMAT vs OKE
+15,895.1%
+121,841.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | +9.4% | -24.2% | -17.7% |
| 3M | -9.3% | +8.6% | -17.8% | -12.7% |
| 6M | +27.4% | +15.3% | +12.1% | +18.6% |
| YTD | +77.6% | +34.8% | +42.8% | +55.0% |
| 1Y | +188.9% | +35.3% | +153.7% | +150.9% |
| 3Y | +202.3% | +69.5% | +132.8% | +138.6% |
| 5Y | +248.9% | +135.2% | +113.7% | +142.6% |
| 10Y | +1,585.2% | +261.7% | +1,323.5% | +767.8% |
| All | +137,736.4% | +15,895.1% | +121,841.3% | +13,467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling