+119.7%
OKTA vs AME
+21.1%
+98.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | -14.2% | -4.4% | -9.7% | -14.1% |
| 30D | -12.5% | -5.9% | -6.6% | -12.5% |
| 3M | +29.2% | -6.5% | +35.8% | +29.6% |
| 6M | +147.3% | +3.2% | +144.2% | +149.8% |
| YTD | +120.9% | +16.0% | +104.9% | +111.0% |
| 1Y | +119.7% | +20.4% | +99.2% | +103.1% |
| All | +119.7% | +21.1% | +98.6% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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