+916.5%
APH vs OKTA
+627.3%
+289.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | +1.6% | +5.9% | -4.3% | +0.7% |
| 30D | -3.0% | +14.6% | -17.6% | -5.7% |
| 3M | +5.7% | +44.0% | -38.3% | -1.2% |
| 6M | +20.0% | +116.7% | -96.7% | +3.3% |
| YTD | +20.8% | +99.8% | -79.0% | +4.9% |
| 1Y | +40.2% | +84.1% | -43.8% | +23.3% |
| 3Y | +288.1% | +97.7% | +190.4% | +229.1% |
| 5Y | +352.5% | -35.2% | +387.7% | +332.8% |
| All | +916.5% | +627.3% | +289.2% | +570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling