+627.8%
OKTA vs AMP
+417.0%
+210.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.4% | -2.0% | +2.4% | +1.2% |
| 30D | +13.8% | -1.7% | +15.5% | +14.5% |
| 3M | +48.9% | +23.2% | +25.7% | +37.1% |
| 6M | +114.9% | +22.2% | +92.8% | +98.3% |
| YTD | +97.9% | +14.0% | +83.9% | +87.0% |
| 1Y | +89.7% | +14.0% | +75.7% | +79.1% |
| 3Y | +95.8% | +67.0% | +28.8% | +58.4% |
| 5Y | -32.6% | +123.2% | -155.8% | -50.8% |
| All | +627.8% | +417.0% | +210.8% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling