+658.7%
OKTA vs AMC
-98.6%
+757.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.4% |
| 7D | -6.0% | +5.5% | -11.5% | -6.2% |
| 30D | -23.2% | +16.1% | -39.3% | -23.6% |
| 3M | +18.3% | +43.0% | -24.7% | +16.5% |
| 6M | +112.6% | +130.7% | -18.1% | +104.4% |
| YTD | +106.3% | +121.8% | -15.5% | +98.0% |
| 1Y | +108.0% | +40.7% | +67.4% | +102.9% |
| 3Y | +163.2% | -56.8% | +220.0% | +161.9% |
| 5Y | -30.9% | -99.1% | +68.2% | -26.1% |
| All | +658.7% | -98.6% | +757.2% | +870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling