+621.8%
APO vs OKTA
+601.1%
+20.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.0% |
| 30D | -6.6% | +13.0% | -19.6% | -9.8% |
| 3M | -3.3% | +41.7% | -45.0% | -11.5% |
| 6M | +22.6% | +105.9% | -83.3% | +1.2% |
| YTD | -9.8% | +92.6% | -102.3% | -24.8% |
| 1Y | -3.9% | +81.1% | -84.9% | -18.8% |
| 3Y | +52.5% | +84.8% | -32.4% | +24.2% |
| 5Y | +134.0% | -34.4% | +168.5% | +120.6% |
| All | +621.8% | +601.1% | +20.8% | +315.8% |
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