+18.6%
APH vs OKTA
+117.3%
-98.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.1% | +6.6% | +4.5% | +10.6% |
| 30D | -7.3% | -19.4% | +12.1% | -6.3% |
| 3M | -6.2% | +23.9% | -30.1% | -6.7% |
| 6M | +24.9% | +130.9% | -106.0% | +21.2% |
| YTD | +18.4% | +111.1% | -92.7% | +14.2% |
| All | +18.6% | +117.3% | -98.7% | +13.7% |
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