+229.3%
APLD vs OKTA
+28.2%
+201.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +2.7% | +8.4% | -5.7% | -0.2% |
| 30D | -21.4% | -13.7% | -7.7% | -16.5% |
| 3M | -47.8% | +18.0% | -65.9% | -51.7% |
| 6M | -64.9% | +133.8% | -198.7% | -76.5% |
| YTD | -34.9% | +111.5% | -146.4% | -55.6% |
| 1Y | -30.7% | +118.3% | -149.1% | -53.3% |
| 3Y | +305.3% | +168.0% | +137.3% | +152.9% |
| All | +229.3% | +28.2% | +201.1% | +119.9% |
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