+84.8%
OKTA vs AMP
+66.7%
+18.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +28.0% |
| 6M | +105.9% | +24.6% | +81.4% | +85.4% |
| YTD | +92.6% | +14.8% | +77.7% | +79.0% |
| 1Y | +81.1% | +12.8% | +68.3% | +69.4% |
| 3Y | +84.8% | +69.0% | +15.9% | +25.6% |
| All | +84.8% | +66.7% | +18.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling