-33.3%
OKTA vs AMC
-99.5%
+66.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.3% |
| 7D | -2.4% | -7.2% | +4.8% | -1.4% |
| 30D | +13.0% | -2.8% | +15.8% | +13.4% |
| 3M | +41.7% | +7.9% | +33.8% | +37.1% |
| 6M | +105.9% | +119.6% | -13.7% | +78.8% |
| YTD | +92.6% | +57.7% | +34.9% | +74.0% |
| 1Y | +81.1% | -12.1% | +93.2% | +76.6% |
| 3Y | +84.8% | -66.5% | +151.3% | +88.6% |
| All | -33.3% | -99.5% | +66.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling