+91.8%
OKTA vs AME
+55.9%
+35.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.9% | +1.3% | +4.6% | +5.3% |
| 30D | +14.6% | -6.6% | +21.1% | +17.9% |
| 3M | +44.0% | +3.0% | +41.0% | +41.8% |
| 6M | +116.7% | +5.3% | +111.4% | +108.9% |
| YTD | +99.8% | +15.4% | +84.3% | +80.7% |
| 1Y | +84.1% | +26.8% | +57.2% | +56.6% |
| All | +91.8% | +55.9% | +35.8% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling