+115,377.5%
AMAT vs OKE
+14,959.9%
+100,417.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | +19.3% | +3.0% | +16.3% | +18.1% |
| 30D | -17.9% | -3.8% | -14.2% | -16.8% |
| 3M | -30.4% | -2.8% | -27.6% | -30.0% |
| 6M | -11.4% | +2.8% | -14.3% | -13.5% |
| YTD | +48.8% | +26.9% | +21.9% | +32.4% |
| 1Y | +66.0% | +35.4% | +30.6% | +44.0% |
| 3Y | +158.8% | +60.1% | +98.7% | +108.6% |
| 5Y | +153.2% | +84.0% | +69.2% | +92.1% |
| 10Y | +1,370.6% | +238.7% | +1,131.9% | +675.9% |
| All | +115,377.5% | +14,959.9% | +100,417.7% | +11,491.0% |
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