+165.0%
AMAT vs OKTA
+163.1%
+1.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.3% | +6.1% | +10.3% |
| 7D | -1.1% | -3.9% | +2.9% | 0.0% |
| 30D | -26.9% | -23.5% | -3.4% | -23.2% |
| 3M | -31.2% | +19.7% | -50.9% | -33.7% |
| 6M | -14.7% | +111.6% | -126.4% | -28.5% |
| YTD | +44.7% | +105.4% | -60.7% | +20.6% |
| 1Y | +62.0% | +108.4% | -46.4% | +34.3% |
| 3Y | +165.0% | +167.8% | -2.9% | +105.4% |
| All | +165.0% | +163.1% | +1.9% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling