+608.2%
OKTA vs AME
+375.1%
+233.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.5% |
| 7D | -2.4% | +1.7% | -4.1% | -3.4% |
| 30D | +13.0% | -6.4% | +19.5% | +17.0% |
| 3M | +41.7% | +7.1% | +34.6% | +36.0% |
| 6M | +105.9% | +8.2% | +97.8% | +94.2% |
| YTD | +92.6% | +18.2% | +74.4% | +71.4% |
| 1Y | +81.1% | +26.7% | +54.3% | +54.2% |
| 3Y | +84.8% | +60.7% | +24.1% | +35.4% |
| 5Y | -34.4% | +91.6% | -126.0% | -56.4% |
| All | +608.2% | +375.1% | +233.1% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling