+115.4%
AMD vs OKE
+36.3%
+79.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -8.3% |
| 7D | +18.9% | +5.4% | +13.6% | +22.0% |
| 30D | -6.4% | -1.3% | -5.1% | -7.1% |
| 3M | +10.6% | -2.0% | +12.6% | +9.4% |
| 6M | +19.9% | +3.4% | +16.5% | +24.3% |
| YTD | +149.4% | +28.2% | +121.2% | +158.9% |
| 1Y | +115.4% | +35.7% | +79.7% | +124.0% |
| All | +115.4% | +36.3% | +79.1% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling