+84.8%
OKTA vs AMCR
+6.5%
+78.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -2.4% | -6.3% | +3.9% | -1.5% |
| 30D | +13.0% | -7.8% | +20.8% | +14.2% |
| 3M | +41.7% | +7.5% | +34.2% | +39.3% |
| 6M | +105.9% | +2.7% | +103.2% | +103.9% |
| YTD | +92.6% | +6.0% | +86.5% | +87.2% |
| 1Y | +81.1% | +7.8% | +73.3% | +75.0% |
| 3Y | +84.8% | +5.8% | +79.0% | +62.3% |
| All | +84.8% | +6.5% | +78.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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