+48.8%
AAOI vs OKTA
+96.1%
-47.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -10.4% | -10.5% | -20.4% |
| 7D | -40.8% | -22.9% | -17.9% | -40.5% |
| 30D | -64.0% | -21.7% | -42.2% | -63.9% |
| 3M | -63.5% | +16.4% | -79.9% | -61.6% |
| 6M | -74.0% | +120.1% | -194.2% | -66.1% |
| YTD | +34.5% | +97.9% | -63.4% | +85.9% |
| 1Y | +48.8% | +96.4% | -47.6% | +111.7% |
| All | +48.8% | +96.1% | -47.3% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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