+431.5%
APLD vs OKTA
+19.9%
+411.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -13.2% | +13.8% | -27.0% | -18.7% |
| 3M | -33.8% | +48.9% | -82.7% | -44.7% |
| 6M | -5.9% | +114.9% | -120.8% | -35.9% |
| YTD | +5.1% | +97.9% | -92.7% | -26.5% |
| 1Y | +51.8% | +89.7% | -37.9% | +8.3% |
| 3Y | +397.7% | +95.8% | +301.9% | +248.8% |
| All | +431.5% | +19.9% | +411.6% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling