+627.8%
OKTA vs ACM
+95.7%
+532.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.3% |
| 7D | +0.4% | -5.9% | +6.3% | +2.8% |
| 30D | +13.8% | -6.2% | +20.0% | +16.3% |
| 3M | +48.9% | -7.9% | +56.8% | +52.2% |
| 6M | +114.9% | -30.6% | +145.5% | +145.2% |
| YTD | +97.9% | -33.3% | +131.2% | +128.1% |
| 1Y | +89.7% | -49.2% | +138.9% | +143.3% |
| 3Y | +95.8% | -23.5% | +119.3% | +110.8% |
| 5Y | -32.6% | +0.9% | -33.6% | -33.4% |
| All | +627.8% | +95.7% | +532.1% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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