+135.8%
AAOI vs OKTA
+601.1%
-465.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -23.7% | +13.0% | -36.7% | -28.7% |
| 3M | -39.0% | +41.7% | -80.7% | -47.5% |
| 6M | -17.0% | +105.9% | -123.0% | -41.5% |
| YTD | +202.2% | +92.6% | +109.7% | +114.2% |
| 1Y | +292.4% | +81.1% | +211.3% | +187.9% |
| 3Y | +804.4% | +84.8% | +719.5% | +564.0% |
| 5Y | +1,318.0% | -34.4% | +1,352.5% | +1,236.6% |
| All | +135.8% | +601.1% | -465.2% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling