+96.8%
OKTA vs AMBA
-36.6%
+133.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.6% | -1.8% |
| 7D | -19.0% | -7.2% | -11.8% | -18.6% |
| 30D | -22.6% | -10.4% | -12.2% | -22.2% |
| 3M | +17.5% | -30.1% | +47.7% | +18.3% |
| 6M | +117.8% | -22.4% | +140.3% | +107.8% |
| YTD | +95.1% | -17.3% | +112.4% | +80.2% |
| All | +96.8% | -36.6% | +133.4% | +85.9% |
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