+879.2%
APH vs OKTA
+670.0%
+209.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +4.9% | +8.4% | -3.5% | +3.6% |
| 30D | -5.4% | -13.7% | +8.3% | -3.4% |
| 3M | -5.5% | +18.0% | -23.5% | -8.9% |
| 6M | +25.9% | +133.8% | -107.9% | +7.3% |
| YTD | +16.4% | +111.5% | -95.1% | -0.3% |
| 1Y | +16.5% | +118.3% | -101.8% | -0.8% |
| 3Y | +270.9% | +168.0% | +102.8% | +199.2% |
| 5Y | +289.5% | -30.1% | +319.6% | +267.1% |
| All | +879.2% | +670.0% | +209.2% | +537.6% |
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