-33.3%
OKTA vs AME
+89.9%
-123.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.9% |
| 7D | -2.4% | +1.7% | -4.1% | -3.6% |
| 30D | +13.0% | -6.4% | +19.5% | +18.0% |
| 3M | +41.7% | +7.1% | +34.6% | +34.5% |
| 6M | +105.9% | +8.2% | +97.8% | +90.8% |
| YTD | +92.6% | +18.2% | +74.4% | +64.5% |
| 1Y | +81.1% | +26.7% | +54.3% | +45.4% |
| 3Y | +84.8% | +60.7% | +24.1% | +14.8% |
| All | -33.3% | +89.9% | -123.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling