+637.7%
APO vs OKTA
+605.7%
+32.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +3.9% | +13.0% | -9.1% | +0.3% |
| 3M | +3.8% | +43.4% | -39.7% | -5.2% |
| 6M | +22.3% | +107.6% | -85.3% | +0.8% |
| YTD | -7.8% | +93.8% | -101.6% | -23.2% |
| 1Y | -0.3% | +80.8% | -81.2% | -15.8% |
| 3Y | +57.1% | +91.8% | -34.7% | +26.9% |
| 5Y | +137.0% | -36.4% | +173.4% | +124.8% |
| All | +637.7% | +605.7% | +32.0% | +324.5% |
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