+627.8%
OKTA vs AMCR
+19.0%
+608.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.4% | -5.0% | +5.4% | +1.8% |
| 30D | +13.8% | -8.0% | +21.8% | +16.3% |
| 3M | +48.9% | +14.3% | +34.6% | +42.4% |
| 6M | +114.9% | +5.3% | +109.6% | +109.2% |
| YTD | +97.9% | +7.7% | +90.1% | +89.7% |
| 1Y | +89.7% | +10.8% | +78.8% | +79.9% |
| 3Y | +95.8% | +9.6% | +86.2% | +82.7% |
| 5Y | -32.6% | -10.2% | -22.4% | -32.2% |
| All | +627.8% | +19.0% | +608.8% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling