+435.8%
AEM vs OKTA
+601.1%
-165.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.1% |
| 7D | -2.1% | -2.4% | +0.3% | -2.0% |
| 30D | +8.4% | +13.0% | -4.6% | +7.0% |
| 3M | +27.3% | +41.7% | -14.4% | +23.1% |
| 6M | -9.7% | +105.9% | -115.6% | -15.9% |
| YTD | +19.0% | +92.6% | -73.6% | +11.2% |
| 1Y | +31.5% | +81.1% | -49.6% | +23.4% |
| 3Y | +338.7% | +84.8% | +253.9% | +303.6% |
| 5Y | +307.4% | -34.4% | +341.9% | +290.3% |
| All | +435.8% | +601.1% | -165.3% | +367.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling