+625.6%
OKTA vs AMBA
+14.4%
+611.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | -11.0% | +13.6% | +5.8% |
| 30D | +16.0% | -23.2% | +39.2% | +24.5% |
| 3M | +38.2% | -12.7% | +50.9% | +39.0% |
| 6M | +137.8% | +11.2% | +126.6% | +114.2% |
| YTD | +97.3% | -11.2% | +108.5% | +88.2% |
| 1Y | +90.1% | -22.5% | +112.6% | +85.5% |
| 3Y | +98.0% | -1.3% | +99.3% | +64.4% |
| 5Y | -36.9% | -54.2% | +17.3% | -38.7% |
| All | +625.6% | +14.4% | +611.3% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling