-46.5%
APLD vs OKTA
+114.8%
-161.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.5% | -6.8% |
| 7D | -18.5% | -14.2% | -4.3% | -16.8% |
| 30D | -32.8% | -12.5% | -20.3% | -31.5% |
| 3M | -46.9% | +29.2% | -76.1% | -47.6% |
| 6M | -53.4% | +147.3% | -200.7% | -58.6% |
| YTD | -32.3% | +120.9% | -153.2% | -37.4% |
| 1Y | -46.5% | +119.7% | -166.2% | -48.3% |
| All | -46.5% | +114.8% | -161.3% | -48.3% |
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