+68.5%
OKTA vs AMDL
+92.1%
-23.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | +0.2% |
| 7D | -6.0% | +5.4% | -11.4% | -7.3% |
| 30D | -23.2% | -36.6% | +13.5% | -20.9% |
| 3M | +18.3% | -1.0% | +19.3% | +16.2% |
| 6M | +112.6% | -12.1% | +124.7% | +105.1% |
| YTD | +106.3% | +215.1% | -108.8% | +67.4% |
| 1Y | +108.0% | +130.4% | -22.3% | +73.8% |
| All | +68.5% | +92.1% | -23.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling