+93.5%
OKTA vs AMIX
-100.0%
+193.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -19.0% | -16.0% | -3.0% | -18.9% |
| 30D | -22.6% | -55.4% | +32.8% | -22.2% |
| 3M | +17.5% | -87.5% | +105.1% | +19.3% |
| 6M | +117.8% | -81.2% | +199.0% | +114.3% |
| YTD | +95.1% | -86.8% | +181.9% | +92.0% |
| 1Y | +96.4% | -91.6% | +188.0% | +93.5% |
| All | +93.5% | -100.0% | +193.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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