+81.1%
OKTA vs AMDL
+476.7%
-395.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -2.9% |
| 7D | -2.4% | +15.9% | -18.3% | -3.0% |
| 30D | +13.0% | +10.5% | +2.6% | +12.4% |
| 3M | +41.7% | -4.7% | +46.4% | +40.5% |
| 6M | +105.9% | +355.2% | -249.2% | +86.9% |
| YTD | +92.6% | +270.9% | -178.3% | +74.5% |
| 1Y | +81.1% | +499.5% | -418.4% | +62.7% |
| All | +81.1% | +476.7% | -395.6% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling