+1,231.9%
AMAT vs OKTA
+627.3%
+604.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.7% |
| 7D | +6.9% | +5.9% | +1.1% | +5.2% |
| 30D | -10.1% | +14.6% | -24.7% | -14.5% |
| 3M | -6.0% | +44.0% | -50.0% | -16.6% |
| 6M | +38.6% | +116.7% | -78.1% | +5.9% |
| YTD | +83.1% | +99.8% | -16.7% | +41.9% |
| 1Y | +188.3% | +84.1% | +104.3% | +129.0% |
| 3Y | +225.3% | +97.7% | +127.6% | +141.0% |
| 5Y | +262.0% | -35.2% | +297.1% | +247.9% |
| All | +1,231.9% | +627.3% | +604.5% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling