+384.6%
AMKR vs OKTA
+601.1%
-216.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +5.2% |
| 7D | +8.3% | -2.4% | +10.7% | +9.0% |
| 30D | -6.8% | +13.0% | -19.8% | -11.0% |
| 3M | -31.9% | +41.7% | -73.6% | -39.4% |
| 6M | +18.4% | +105.9% | -87.6% | -8.8% |
| YTD | +31.7% | +92.6% | -60.9% | +3.0% |
| 1Y | +105.2% | +81.1% | +24.2% | +64.0% |
| 3Y | +147.7% | +84.8% | +62.9% | +89.5% |
| 5Y | +99.4% | -34.4% | +133.8% | +92.0% |
| All | +384.6% | +601.1% | -216.4% | +108.6% |
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