+58.3%
OKTA vs AMDL
+117.8%
-59.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -2.8% |
| 7D | +0.7% | +19.9% | -19.2% | -1.0% |
| 30D | +13.0% | +6.3% | +6.7% | +12.0% |
| 3M | +43.4% | -9.9% | +53.3% | +41.3% |
| 6M | +107.6% | +394.3% | -286.7% | +66.6% |
| YTD | +93.8% | +257.3% | -163.5% | +57.8% |
| 1Y | +80.8% | +508.5% | -427.7% | +32.5% |
| All | +58.3% | +117.8% | -59.5% | +16.0% |
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