+612.9%
OKTA vs AMBA
+15.4%
+597.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +0.7% | -6.4% | +7.1% | +2.4% |
| 30D | +13.0% | -26.8% | +39.8% | +22.9% |
| 3M | +43.4% | -7.6% | +51.1% | +42.4% |
| 6M | +107.6% | +21.2% | +86.4% | +82.4% |
| YTD | +93.8% | -10.4% | +104.2% | +84.4% |
| 1Y | +80.8% | -24.4% | +105.3% | +77.9% |
| 3Y | +91.8% | +6.0% | +85.8% | +55.6% |
| 5Y | -36.4% | -53.9% | +17.5% | -38.4% |
| All | +612.9% | +15.4% | +597.4% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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