+53,311.3%
AMGN vs OKE
+15,943.7%
+37,367.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -13.9% | 0.0% | -13.9% | -13.9% |
| 30D | -7.1% | +4.6% | -11.7% | -8.1% |
| 3M | +13.9% | +6.9% | +7.0% | +12.0% |
| 6M | +3.2% | +15.8% | -12.5% | -0.5% |
| YTD | +19.2% | +35.2% | -15.9% | +10.9% |
| 1Y | +41.1% | +37.6% | +3.6% | +30.6% |
| 3Y | +61.3% | +72.0% | -10.7% | +40.4% |
| 5Y | +109.1% | +139.0% | -29.9% | +66.2% |
| 10Y | +209.4% | +258.7% | -49.3% | +99.4% |
| All | +53,311.3% | +15,943.7% | +37,367.6% | +12,978.2% |
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