+3,221.3%
AMD vs OKTA
+610.3%
+2,611.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.5% | +11.6% |
| 7D | -11.0% | -19.0% | +7.9% | -3.3% |
| 30D | -30.5% | -22.6% | -7.9% | -23.1% |
| 3M | -8.2% | +17.5% | -25.8% | -15.8% |
| 6M | +6.6% | +117.8% | -111.3% | -26.1% |
| YTD | +109.7% | +95.1% | +14.6% | +47.9% |
| 1Y | +88.9% | +96.4% | -7.5% | +32.8% |
| 3Y | +301.8% | +149.0% | +152.9% | +141.6% |
| 5Y | +229.4% | -33.8% | +263.2% | +214.9% |
| All | +3,221.3% | +610.3% | +2,611.0% | +1,107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling