Good old Portfolio had a Themes option that was super useful. I just built out a proposed solution using Advanced Roadmaps only to discover I can't find Themes anywhere! Is it gone? Does it have a new name? I really need that option.
I just wanted to make a minor correction to the answer. Hierarchy levels were not introduced to replace themes - the previous interface for Advanced Roadmaps (known as "Live Plans") already let you add additional hierarchy levels.
I've provided a more detail explanation here: https://community.atlassian.com/t5/Advanced-Roadmaps-discussions/Use-Case-Managing-an-OKR-driven-organisation-using-Advanced/td-p/1472417#M304
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