+137.0%
OKE vs AMP
+122.1%
+14.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +1.2% | -0.5% | +1.8% | +1.5% |
| 30D | +4.5% | -1.3% | +5.8% | +5.1% |
| 3M | +9.6% | +24.2% | -14.6% | -1.9% |
| 6M | +15.4% | +24.6% | -9.2% | +2.5% |
| YTD | +36.5% | +14.8% | +21.6% | +25.3% |
| 1Y | +39.0% | +12.8% | +26.2% | +28.5% |
| 3Y | +74.3% | +69.0% | +5.3% | +26.9% |
| All | +137.0% | +122.1% | +14.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling