+1,311.4%
AMT vs OKE
+4,526.8%
-3,215.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +4.6% | +9.4% | -4.8% | +2.0% |
| 3M | -8.4% | +8.6% | -17.0% | -10.7% |
| 6M | -6.0% | +15.3% | -21.3% | -10.1% |
| YTD | +2.1% | +34.8% | -32.7% | -6.5% |
| 1Y | -6.4% | +35.3% | -41.6% | -14.6% |
| 3Y | +8.1% | +69.5% | -61.4% | -9.4% |
| 5Y | -31.9% | +135.2% | -167.1% | -48.7% |
| 10Y | +97.1% | +261.7% | -164.6% | +10.8% |
| All | +1,311.4% | +4,526.8% | -3,215.5% | +155.1% |
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