+16.4%
APH vs OKTA
+114.8%
-98.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.2% |
| 7D | -2.4% | -14.2% | +11.8% | -1.6% |
| 30D | -9.5% | -12.5% | +3.0% | -8.9% |
| 3M | -7.6% | +29.2% | -36.9% | -8.6% |
| 6M | +12.4% | +147.3% | -135.0% | +8.1% |
| YTD | +17.5% | +120.9% | -103.4% | +12.6% |
| 1Y | +16.4% | +119.7% | -103.3% | +11.7% |
| All | +16.4% | +114.8% | -98.4% | +11.7% |
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 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