+188.3%
AMAT vs OKTA
+87.1%
+101.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +6.9% | +5.9% | +1.1% | +6.6% |
| 30D | -10.1% | +14.6% | -24.7% | -10.8% |
| 3M | -6.0% | +44.0% | -50.0% | -8.1% |
| 6M | +38.6% | +116.7% | -78.1% | +32.4% |
| YTD | +83.1% | +99.8% | -16.7% | +78.9% |
| 1Y | +188.3% | +84.1% | +104.3% | +200.0% |
| All | +188.3% | +87.1% | +101.2% | +200.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling