+149.5%
ADM vs OKTA
+618.3%
-468.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.8% | +2.6% | +1.1% | +3.7% |
| 30D | +9.8% | +16.0% | -6.3% | +9.0% |
| 3M | +2.1% | +38.2% | -36.0% | +0.8% |
| 6M | +27.5% | +137.8% | -110.3% | +22.9% |
| YTD | +50.2% | +97.3% | -47.1% | +45.7% |
| 1Y | +40.6% | +90.1% | -49.5% | +36.5% |
| 3Y | +17.2% | +98.0% | -80.8% | +12.6% |
| 5Y | +61.9% | -36.9% | +98.8% | +62.4% |
| All | +149.5% | +618.3% | -468.8% | +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 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