+900.7%
APH vs OKTA
+651.0%
+249.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -5.0% | -6.0% | +0.9% | -4.0% |
| 30D | -8.4% | -23.2% | +14.8% | -4.7% |
| 3M | -4.5% | +18.3% | -22.8% | -8.0% |
| 6M | +25.3% | +112.6% | -87.3% | +8.4% |
| YTD | +18.9% | +106.3% | -87.3% | +2.3% |
| 1Y | +11.9% | +108.0% | -96.1% | -3.9% |
| 3Y | +278.0% | +163.2% | +114.8% | +205.8% |
| 5Y | +306.4% | -30.9% | +337.3% | +283.7% |
| All | +900.7% | +651.0% | +249.7% | +554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling