+290.0%
OKE vs AMC
-98.1%
+388.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.5% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | +9.4% | -0.7% | +10.1% | +9.3% |
| 3M | +8.6% | +35.2% | -26.6% | +6.5% |
| 6M | +15.3% | +124.6% | -109.3% | +10.1% |
| YTD | +34.8% | +69.9% | -35.1% | +30.0% |
| 1Y | +35.3% | -2.6% | +37.8% | +33.4% |
| 3Y | +69.5% | -79.8% | +149.2% | +73.0% |
| 5Y | +135.2% | -99.4% | +234.6% | +164.2% |
| 10Y | +261.7% | -98.9% | +360.6% | +216.9% |
| All | +290.0% | -98.1% | +388.1% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling