+83.9%
AMT vs OKTA
+618.3%
-534.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | +4.6% | +16.0% | -11.4% | +2.7% |
| 3M | -8.4% | +38.2% | -46.6% | -11.9% |
| 6M | -6.0% | +137.8% | -143.8% | -15.4% |
| YTD | +2.1% | +97.3% | -95.2% | -6.5% |
| 1Y | -6.4% | +90.1% | -96.5% | -14.1% |
| 3Y | +8.1% | +98.0% | -89.9% | -4.2% |
| 5Y | -31.9% | -36.9% | +5.0% | -33.2% |
| All | +83.9% | +618.3% | -534.5% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling