+119.7%
OKTA vs AFL
+18.6%
+101.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +1.0% |
| 7D | -14.2% | +2.9% | -17.1% | -13.4% |
| 30D | -12.5% | +11.5% | -24.0% | -10.3% |
| 3M | +29.2% | +0.6% | +28.6% | +30.5% |
| 6M | +147.3% | +11.7% | +135.7% | +151.1% |
| YTD | +120.9% | +15.4% | +105.5% | +122.6% |
| 1Y | +119.7% | +17.6% | +102.1% | +120.7% |
| All | +119.7% | +18.6% | +101.1% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling