+139.6%
OKE vs AMBA
-50.1%
+189.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.4% | -10.1% | -2.6% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | +6.1% | -16.1% | +22.2% | +8.0% |
| 3M | +10.4% | +4.6% | +5.8% | +7.9% |
| 6M | +14.2% | +29.2% | -15.0% | +7.1% |
| YTD | +35.3% | -2.9% | +38.2% | +31.4% |
| 1Y | +40.6% | -18.7% | +59.3% | +38.6% |
| 3Y | +72.2% | +14.9% | +57.3% | +53.5% |
| 5Y | +139.6% | -53.0% | +192.6% | +117.6% |
| All | +139.6% | -50.1% | +189.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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