-26.3%
APH vs OKTA
+90.9%
-117.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.7% |
| 7D | -48.7% | -1.3% | -47.4% | -48.6% |
| 30D | -51.9% | +16.0% | -68.0% | -52.3% |
| 3M | -43.6% | +38.2% | -81.7% | -44.6% |
| 6M | -37.5% | +137.8% | -175.3% | -40.8% |
| YTD | -38.6% | +97.3% | -135.9% | -41.0% |
| 1Y | -26.3% | +90.1% | -116.4% | -28.1% |
| All | -26.3% | +90.9% | -117.2% | -28.1% |
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 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