+61.0%
OKE vs AMC
-59.1%
+120.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.0% |
| 7D | +5.4% | +3.5% | +1.8% | +5.3% |
| 30D | -1.3% | +12.5% | -13.8% | -1.4% |
| 3M | -2.0% | +23.6% | -25.6% | -2.2% |
| 6M | +3.4% | +144.4% | -140.9% | +1.9% |
| YTD | +28.2% | +108.3% | -80.2% | +26.4% |
| 1Y | +35.7% | +38.9% | -3.2% | +35.5% |
| 3Y | +61.0% | -58.9% | +119.9% | +68.5% |
| All | +61.0% | -59.1% | +120.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling