+7.9%
AMT vs OKTA
+91.3%
-83.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +1.8% | +13.0% | -11.1% | +1.8% |
| 3M | -6.2% | +43.4% | -49.6% | -6.6% |
| 6M | -5.0% | +107.6% | -112.6% | -6.1% |
| YTD | +2.1% | +93.8% | -91.8% | +1.0% |
| 1Y | -5.7% | +80.8% | -86.6% | -6.5% |
| 3Y | +7.9% | +91.8% | -83.9% | +3.2% |
| All | +7.9% | +91.3% | -83.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling