+400.2%
OKE vs AMBA
+837.3%
-437.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +0.7% | -11.0% | +11.7% | +2.4% |
| 30D | +9.4% | -23.2% | +32.6% | +13.6% |
| 3M | +8.6% | -12.7% | +21.3% | +8.2% |
| 6M | +15.3% | +11.2% | +4.1% | +9.1% |
| YTD | +34.8% | -11.2% | +46.0% | +31.5% |
| 1Y | +35.3% | -22.5% | +57.8% | +33.3% |
| 3Y | +69.5% | -1.3% | +70.8% | +52.6% |
| 5Y | +135.2% | -54.2% | +189.3% | +124.4% |
| 10Y | +261.7% | -6.1% | +267.8% | +181.2% |
| All | +400.2% | +837.3% | -437.1% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling