+74.3%
OKE vs AMP
+66.7%
+7.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.2% | -0.5% | +1.8% | +1.5% |
| 30D | +4.5% | -1.3% | +5.8% | +5.0% |
| 3M | +9.6% | +24.2% | -14.6% | -0.1% |
| 6M | +15.4% | +24.6% | -9.2% | +4.6% |
| YTD | +36.5% | +14.8% | +21.6% | +27.3% |
| 1Y | +39.0% | +12.8% | +26.2% | +30.6% |
| 3Y | +74.3% | +69.0% | +5.3% | +35.5% |
| All | +74.3% | +66.7% | +7.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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