+81.5%
OKE vs AMBA
-69.1%
+150.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | -5.0% | -2.6% | -2.3% | -4.8% |
| 30D | -1.6% | -10.5% | +8.9% | -0.7% |
| 3M | -2.2% | -26.4% | +24.2% | +0.5% |
| 6M | +5.0% | -20.9% | +25.9% | +4.9% |
| YTD | +24.8% | -14.8% | +39.6% | +22.5% |
| 1Y | +35.1% | -36.1% | +71.1% | +37.4% |
| 3Y | +57.5% | +20.2% | +37.2% | +38.3% |
| 5Y | +81.5% | -67.2% | +148.8% | +74.8% |
| All | +81.5% | -69.1% | +150.7% | +74.8% |
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