+291.1%
APH vs OKTA
+97.2%
+193.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.0% | +2.6% | +2.3% | +4.5% |
| 30D | -3.9% | +16.0% | -19.9% | -6.4% |
| 3M | +13.0% | +38.2% | -25.2% | +6.8% |
| 6M | +25.2% | +137.8% | -112.7% | +5.9% |
| YTD | +22.9% | +97.3% | -74.4% | +7.5% |
| 1Y | +47.8% | +90.1% | -42.3% | +30.0% |
| All | +291.1% | +97.2% | +193.9% | +236.6% |
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 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