+3,640.7%
AMD vs OKTA
+605.7%
+3,035.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.6% |
| 7D | +10.0% | +0.7% | +9.3% | +9.6% |
| 30D | +4.6% | +13.0% | -8.4% | -2.4% |
| 3M | +3.1% | +43.4% | -40.3% | -12.7% |
| 6M | +162.8% | +107.6% | +55.2% | +83.4% |
| YTD | +136.2% | +93.8% | +42.3% | +67.3% |
| 1Y | +234.0% | +80.8% | +153.2% | +143.1% |
| 3Y | +376.7% | +91.8% | +284.9% | +218.6% |
| 5Y | +376.3% | -36.4% | +412.7% | +363.3% |
| All | +3,640.7% | +605.7% | +3,035.0% | +1,265.3% |
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