+625.6%
OKTA vs AMC
-98.9%
+724.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.1% |
| 7D | +2.6% | +2.3% | +0.3% | +2.5% |
| 30D | +16.0% | -0.7% | +16.8% | +16.0% |
| 3M | +38.2% | +35.2% | +3.0% | +35.7% |
| 6M | +137.8% | +124.6% | +13.2% | +128.8% |
| YTD | +97.3% | +69.9% | +27.4% | +91.5% |
| 1Y | +90.1% | -2.6% | +92.7% | +88.2% |
| 3Y | +98.0% | -79.8% | +177.8% | +101.5% |
| 5Y | -36.9% | -99.4% | +62.5% | -31.8% |
| All | +625.6% | -98.9% | +724.5% | +838.8% |
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