+73.4%
OKTA vs AMRZ
-20.3%
+93.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +0.4% | -8.1% | +8.5% | +1.7% |
| 30D | +13.8% | -14.8% | +28.7% | +16.6% |
| 3M | +48.9% | -19.7% | +68.6% | +53.0% |
| 6M | +114.9% | -30.8% | +145.7% | +125.4% |
| YTD | +97.9% | -24.3% | +122.2% | +101.3% |
| 1Y | +89.7% | -24.0% | +113.7% | +91.4% |
| All | +73.4% | -20.3% | +93.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling