+119.7%
OKTA vs AMRZ
-11.5%
+131.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.5% |
| 7D | -14.2% | +10.3% | -24.5% | -14.7% |
| 30D | -12.5% | +18.7% | -31.2% | -13.5% |
| 3M | +29.2% | -14.6% | +43.9% | +32.9% |
| 6M | +147.3% | -12.9% | +160.2% | +152.8% |
| YTD | +120.9% | -17.4% | +138.3% | +120.2% |
| 1Y | +119.7% | -12.3% | +132.0% | +110.9% |
| All | +119.7% | -11.5% | +131.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling