+113.0%
OKTA vs AMBA
-32.6%
+145.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.9% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | -19.7% | -3.6% | -16.2% | -19.6% |
| 3M | +21.2% | -24.6% | +45.8% | +21.5% |
| 6M | +123.1% | -21.6% | +144.7% | +113.4% |
| YTD | +110.8% | -11.8% | +122.6% | +93.9% |
| 1Y | +113.0% | -33.2% | +146.1% | +100.3% |
| All | +113.0% | -32.6% | +145.5% | +100.3% |
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 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