+139.6%
OKE vs AMC
-99.5%
+239.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.6% |
| 7D | -0.2% | -6.8% | +6.6% | +0.1% |
| 30D | +6.1% | +1.7% | +4.4% | +5.9% |
| 3M | +10.4% | +26.8% | -16.4% | +8.5% |
| 6M | +14.2% | +117.7% | -103.5% | +8.5% |
| YTD | +35.3% | +57.7% | -22.4% | +30.6% |
| 1Y | +40.6% | -12.5% | +53.1% | +39.7% |
| 3Y | +72.2% | -65.7% | +138.0% | +74.1% |
| 5Y | +139.6% | -99.5% | +239.1% | +204.9% |
| All | +139.6% | -99.5% | +239.1% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling