+279.2%
APH vs OKTA
-34.9%
+314.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.6% | +4.3% |
| 7D | -5.9% | -19.0% | +13.1% | -3.0% |
| 30D | -14.8% | -22.6% | +7.8% | -11.6% |
| 3M | -12.4% | +17.5% | -30.0% | -15.4% |
| 6M | +8.1% | +117.8% | -109.8% | -6.6% |
| YTD | +10.9% | +95.1% | -84.1% | -3.3% |
| 1Y | +8.8% | +96.4% | -87.7% | -5.4% |
| 3Y | +262.1% | +149.0% | +113.1% | +197.4% |
| All | +279.2% | -34.9% | +314.1% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling