-30.9%
AMT vs OKTA
-34.4%
+3.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.4% |
| 7D | +1.5% | +5.9% | -4.4% | +1.1% |
| 30D | +3.7% | +14.6% | -10.8% | +2.6% |
| 3M | -7.2% | +44.0% | -51.2% | -9.9% |
| 6M | -4.2% | +116.7% | -120.9% | -10.3% |
| YTD | +1.9% | +99.8% | -97.9% | -4.3% |
| 1Y | -6.4% | +84.1% | -90.4% | -11.5% |
| 3Y | +7.7% | +97.7% | -90.0% | -1.4% |
| 5Y | -30.9% | -35.2% | +4.3% | -32.1% |
| All | -30.9% | -34.4% | +3.5% | -32.1% |
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