+91.8%
OKTA vs ACM
-22.3%
+114.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.1% | +4.2% |
| 7D | +5.9% | -3.7% | +9.5% | +7.4% |
| 30D | +14.6% | -12.7% | +27.2% | +20.0% |
| 3M | +44.0% | -9.8% | +53.8% | +48.3% |
| 6M | +116.7% | -31.4% | +148.1% | +150.3% |
| YTD | +99.8% | -32.1% | +131.9% | +130.4% |
| 1Y | +84.1% | -47.8% | +131.9% | +139.3% |
| All | +91.8% | -22.3% | +114.1% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling