+61.6%
OKTA vs AMDL
+115.6%
-54.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.7% | -0.4% |
| 7D | +0.4% | +20.7% | -20.3% | -1.3% |
| 30D | +13.8% | +9.4% | +4.4% | +12.5% |
| 3M | +48.9% | +5.6% | +43.2% | +44.5% |
| 6M | +114.9% | +340.3% | -225.3% | +74.8% |
| YTD | +97.9% | +253.6% | -155.7% | +61.3% |
| 1Y | +89.7% | +443.4% | -353.7% | +41.2% |
| All | +61.6% | +115.6% | -54.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling