+608.2%
OKTA vs AMP
+420.9%
+187.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +13.0% | -1.3% | +14.4% | +13.6% |
| 3M | +41.7% | +24.2% | +17.5% | +30.1% |
| 6M | +105.9% | +24.6% | +81.4% | +88.6% |
| YTD | +92.6% | +14.8% | +77.7% | +81.5% |
| 1Y | +81.1% | +12.8% | +68.3% | +71.7% |
| 3Y | +84.8% | +69.0% | +15.9% | +48.8% |
| 5Y | -34.4% | +124.9% | -159.3% | -52.2% |
| All | +608.2% | +420.9% | +187.4% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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