+441.7%
AEM vs OKTA
+627.3%
-185.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | +3.0% | +5.9% | -2.9% | +2.5% |
| 30D | +12.5% | +14.6% | -2.1% | +10.9% |
| 3M | +26.9% | +44.0% | -17.1% | +22.6% |
| 6M | -9.4% | +116.7% | -126.2% | -16.0% |
| YTD | +20.3% | +99.8% | -79.5% | +12.1% |
| 1Y | +33.8% | +84.1% | -50.3% | +25.5% |
| 3Y | +349.8% | +97.7% | +252.1% | +311.6% |
| 5Y | +301.0% | -35.2% | +336.2% | +284.8% |
| All | +441.7% | +627.3% | -185.6% | +371.5% |
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