+168.0%
OKTA vs AMBA
+21.7%
+146.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +8.4% | +2.7% | +5.7% | +8.0% |
| 30D | -13.7% | -2.2% | -11.5% | -13.2% |
| 3M | +18.0% | -26.6% | +44.7% | +23.2% |
| 6M | +133.8% | -26.8% | +160.6% | +136.0% |
| YTD | +111.5% | -15.1% | +126.6% | +103.9% |
| 1Y | +118.3% | -32.3% | +150.6% | +119.8% |
| 3Y | +168.0% | +19.8% | +148.2% | +128.1% |
| All | +168.0% | +21.7% | +146.3% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling