+6.6%
AMT vs OKE
+70.8%
-64.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.0% | +4.6% | -2.6% | +1.6% |
| 3M | -9.3% | +6.9% | -16.2% | -9.9% |
| 6M | -5.2% | +15.8% | -21.0% | -6.7% |
| YTD | +0.5% | +35.2% | -34.7% | -2.6% |
| 1Y | -7.3% | +37.6% | -44.9% | -10.3% |
| All | +6.6% | +70.8% | -64.2% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling