+39.2%
AEM vs OKTA
+90.9%
-51.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | +2.6% | -3.1% | -0.6% |
| 30D | +24.0% | +16.0% | +8.0% | +23.7% |
| 3M | +16.1% | +38.2% | -22.1% | +15.0% |
| 6M | -11.6% | +137.8% | -149.4% | -13.2% |
| YTD | +21.5% | +97.3% | -75.7% | +23.7% |
| 1Y | +39.2% | +90.1% | -50.9% | +42.0% |
| All | +39.2% | +90.9% | -51.7% | +42.0% |
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