+1,773.2%
OKE vs AMP
+2,112.0%
-338.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +9.6% | +24.2% | -14.6% | -0.6% |
| 6M | +15.4% | +24.6% | -9.2% | +4.0% |
| YTD | +36.5% | +14.8% | +21.6% | +26.6% |
| 1Y | +39.0% | +12.8% | +26.2% | +29.6% |
| 3Y | +74.3% | +69.0% | +5.3% | +35.4% |
| 5Y | +141.2% | +124.9% | +16.3% | +63.6% |
| 10Y | +262.1% | +583.5% | -321.4% | +58.2% |
| All | +1,773.2% | +2,112.0% | -338.8% | +365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling