+304.9%
AEM vs OKTA
-34.5%
+339.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +27.3% | +41.7% | -14.4% | +23.5% |
| 6M | -9.7% | +105.9% | -115.6% | -15.3% |
| YTD | +19.0% | +92.6% | -73.6% | +12.0% |
| 1Y | +31.5% | +81.1% | -49.6% | +24.3% |
| 3Y | +338.7% | +84.8% | +253.9% | +306.5% |
| All | +304.9% | -34.5% | +339.3% | +265.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling