+29.2%
OKE vs AMRZ
-20.1%
+49.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | +1.2% | -7.5% | +8.8% | +0.3% |
| 30D | +4.5% | -12.4% | +16.9% | +2.9% |
| 3M | +9.6% | -22.4% | +32.0% | +6.7% |
| 6M | +15.4% | -29.5% | +44.9% | +12.7% |
| YTD | +36.5% | -24.1% | +60.6% | +31.9% |
| 1Y | +39.0% | -26.3% | +65.2% | +33.8% |
| All | +29.2% | -20.1% | +49.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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