-19.9%
ACHR vs OKTA
+90.2%
-110.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.4% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | -11.3% | +13.0% | -24.3% | -16.5% |
| 3M | +5.3% | +41.7% | -36.4% | -9.2% |
| 6M | -13.2% | +105.9% | -119.2% | -38.2% |
| YTD | -25.8% | +92.6% | -118.4% | -46.1% |
| 1Y | -34.3% | +81.1% | -115.3% | -50.6% |
| 3Y | -19.9% | +84.8% | -104.8% | -42.1% |
| All | -19.9% | +90.2% | -110.2% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling