+72.1%
OKTA vs AMDL
+119.6%
-47.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.3% | -12.1% | +0.7% |
| 7D | -4.6% | +18.5% | -23.1% | -7.2% |
| 30D | -19.7% | -24.2% | +4.5% | -18.9% |
| 3M | +21.2% | +11.5% | +9.8% | +17.6% |
| 6M | +123.1% | -1.0% | +124.1% | +112.5% |
| YTD | +110.8% | +260.3% | -149.5% | +68.6% |
| 1Y | +113.0% | +178.2% | -65.2% | +74.2% |
| All | +72.1% | +119.6% | -47.5% | +23.9% |
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