+80.8%
OKTA vs AMBA
-24.5%
+105.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +0.7% | -6.4% | +7.1% | +1.0% |
| 30D | +13.0% | -26.8% | +39.8% | +14.3% |
| 3M | +43.4% | -7.6% | +51.1% | +43.6% |
| 6M | +107.6% | +21.2% | +86.4% | +86.8% |
| YTD | +93.8% | -10.4% | +104.2% | +80.4% |
| 1Y | +80.8% | -24.4% | +105.3% | +71.9% |
| All | +80.8% | -24.5% | +105.3% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling