+72.4%
OKTA vs AMDL
+145.7%
-73.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.7% | -1.1% |
| 7D | +6.6% | +103.5% | -96.9% | -1.4% |
| 30D | -19.4% | -18.3% | -1.1% | -19.3% |
| 3M | +23.9% | +20.1% | +3.9% | +19.2% |
| 6M | +130.9% | +15.9% | +115.0% | +116.3% |
| YTD | +111.1% | +303.0% | -191.9% | +66.8% |
| 1Y | +115.5% | +164.0% | -48.4% | +78.0% |
| All | +72.4% | +145.7% | -73.3% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling