+106.2%
AMT vs OKE
+266.1%
-159.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +4.4% | +4.5% | -0.1% | +3.6% |
| 3M | -5.2% | +9.6% | -14.8% | -6.6% |
| 6M | -0.8% | +15.4% | -16.2% | -3.3% |
| YTD | +3.3% | +36.5% | -33.2% | -2.1% |
| 1Y | -6.0% | +39.0% | -45.0% | -11.2% |
| 3Y | +9.6% | +74.3% | -64.7% | -1.7% |
| 5Y | -29.2% | +141.2% | -170.4% | -39.8% |
| All | +106.2% | +266.1% | -159.9% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling