+167.8%
OKTA vs AMC
-58.4%
+226.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.3% | -3.0% | +4.5% |
| 7D | -3.9% | +6.6% | -10.5% | -4.5% |
| 30D | -23.5% | +14.1% | -37.6% | -24.4% |
| 3M | +19.7% | +31.3% | -11.6% | +16.7% |
| 6M | +111.6% | +126.7% | -15.0% | +94.4% |
| YTD | +105.4% | +117.9% | -12.6% | +87.5% |
| 1Y | +108.4% | +41.1% | +67.3% | +94.7% |
| 3Y | +167.8% | -61.0% | +228.8% | +163.6% |
| All | +167.8% | -58.4% | +226.3% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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