+80.9%
AMT vs OKTA
+620.5%
-539.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +2.0% | +13.8% | -11.8% | +0.4% |
| 3M | -9.3% | +48.9% | -58.2% | -13.4% |
| 6M | -5.2% | +114.9% | -120.2% | -13.7% |
| YTD | +0.5% | +97.9% | -97.4% | -8.1% |
| 1Y | -7.3% | +89.7% | -97.0% | -14.9% |
| 3Y | +6.2% | +95.8% | -89.6% | -5.7% |
| 5Y | -31.2% | -32.6% | +1.4% | -33.1% |
| All | +80.9% | +620.5% | -539.6% | +37.2% |
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 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