+15,818.3%
OKE vs AME
+18,433.7%
-2,615.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +4.6% | -8.6% | +13.2% | +8.4% |
| 3M | +6.9% | +5.8% | +1.2% | +4.0% |
| 6M | +15.8% | +3.8% | +11.9% | +12.6% |
| YTD | +35.2% | +14.4% | +20.7% | +25.9% |
| 1Y | +37.6% | +25.8% | +11.8% | +22.8% |
| 3Y | +72.0% | +55.2% | +16.9% | +39.7% |
| 5Y | +139.0% | +85.5% | +53.4% | +79.9% |
| 10Y | +258.7% | +424.0% | -165.3% | +95.1% |
| All | +15,818.3% | +18,433.7% | -2,615.4% | +4,605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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