+934.5%
APH vs OKTA
+618.3%
+316.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | +2.6% | +2.3% | +4.5% |
| 30D | -3.9% | +16.0% | -19.9% | -6.8% |
| 3M | +13.0% | +38.2% | -25.2% | +6.3% |
| 6M | +25.2% | +137.8% | -112.7% | +6.0% |
| YTD | +22.9% | +97.3% | -74.4% | +7.0% |
| 1Y | +47.8% | +90.1% | -42.3% | +29.2% |
| 3Y | +283.0% | +98.0% | +185.0% | +224.7% |
| 5Y | +349.7% | -36.9% | +386.6% | +332.0% |
| All | +934.5% | +618.3% | +316.2% | +583.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling