+249.5%
APLD vs OKTA
+27.9%
+221.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | +19.6% | +6.6% | +13.0% | +16.9% |
| 30D | -24.5% | -19.4% | -5.0% | -17.7% |
| 3M | -45.6% | +23.9% | -69.5% | -50.6% |
| 6M | -61.4% | +130.9% | -192.3% | -74.0% |
| YTD | -30.9% | +111.1% | -142.0% | -52.8% |
| 1Y | -35.8% | +115.5% | -151.4% | -56.4% |
| 3Y | +261.4% | +169.4% | +92.1% | +124.9% |
| All | +249.5% | +27.9% | +221.5% | +133.6% |
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