+168.0%
OKTA vs ACM
-9.1%
+177.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +8.4% | +5.6% | +2.8% | +6.4% |
| 30D | -13.7% | +20.8% | -34.5% | -19.3% |
| 3M | +18.0% | +11.4% | +6.6% | +13.3% |
| 6M | +133.8% | +0.9% | +132.9% | +130.7% |
| YTD | +111.5% | -24.8% | +136.3% | +134.2% |
| 1Y | +118.3% | -46.4% | +164.8% | +182.5% |
| 3Y | +168.0% | -9.2% | +177.2% | +176.1% |
| All | +168.0% | -9.1% | +177.1% | +176.1% |
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