-31.2%
AMT vs OKE
+136.3%
-167.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -9.3% | +6.9% | -16.2% | -10.7% |
| 6M | -5.2% | +15.8% | -21.0% | -8.5% |
| YTD | +0.5% | +35.2% | -34.7% | -6.5% |
| 1Y | -7.3% | +37.6% | -44.9% | -14.2% |
| 3Y | +6.2% | +72.0% | -65.8% | -12.8% |
| 5Y | -31.2% | +139.0% | -170.1% | -46.7% |
| All | -31.2% | +136.3% | -167.4% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling