+375.7%
OKE vs AMBA
+796.0%
-420.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +5.4% | +2.7% | +2.7% | +4.9% |
| 30D | -1.3% | -2.2% | +0.9% | -1.2% |
| 3M | -2.0% | -26.6% | +24.6% | +1.9% |
| 6M | +3.4% | -26.8% | +30.2% | +4.7% |
| YTD | +28.2% | -15.1% | +43.3% | +25.2% |
| 1Y | +35.7% | -32.3% | +67.9% | +36.8% |
| 3Y | +61.0% | +19.8% | +41.2% | +39.3% |
| 5Y | +85.8% | -69.2% | +155.0% | +90.3% |
| 10Y | +242.1% | +0.8% | +241.3% | +163.3% |
| All | +375.7% | +796.0% | -420.3% | +188.1% |
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