+103.4%
AMGN vs OKTA
-34.5%
+137.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.3% |
| 7D | -13.7% | -2.4% | -11.3% | -13.6% |
| 30D | -8.8% | +13.0% | -21.8% | -9.1% |
| 3M | +7.2% | +41.7% | -34.5% | +6.1% |
| 6M | +1.3% | +105.9% | -104.7% | -1.2% |
| YTD | +17.6% | +92.6% | -74.9% | +15.0% |
| 1Y | +37.2% | +81.1% | -43.9% | +34.3% |
| 3Y | +57.7% | +84.8% | -27.1% | +53.5% |
| All | +103.4% | -34.5% | +137.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling