+288.5%
APH vs OKTA
+163.1%
+125.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.3% | +2.9% | +7.4% |
| 7D | +1.1% | -3.9% | +5.0% | +1.8% |
| 30D | -7.5% | -23.5% | +16.0% | -4.2% |
| 3M | -4.4% | +19.7% | -24.2% | -7.4% |
| 6M | +26.5% | +111.6% | -85.2% | +10.3% |
| YTD | +20.0% | +105.4% | -85.3% | +4.3% |
| 1Y | +16.9% | +108.4% | -91.5% | +1.1% |
| 3Y | +288.5% | +167.8% | +120.7% | +224.2% |
| All | +288.5% | +163.1% | +125.4% | +224.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling