+28.0%
OKE vs AMRZ
-20.3%
+48.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.3% |
| 7D | 0.0% | -8.1% | +8.1% | -1.0% |
| 30D | +4.6% | -14.8% | +19.4% | +2.7% |
| 3M | +6.9% | -19.7% | +26.7% | +4.5% |
| 6M | +15.8% | -30.8% | +46.6% | +13.1% |
| YTD | +35.2% | -24.3% | +59.5% | +30.7% |
| 1Y | +37.6% | -24.0% | +61.6% | +32.4% |
| All | +28.0% | -20.3% | +48.3% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling