-33.3%
OKTA vs AFL
+133.8%
-167.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | +13.0% | -4.0% | +17.1% | +14.3% |
| 3M | +41.7% | -0.5% | +42.2% | +41.3% |
| 6M | +105.9% | +6.5% | +99.4% | +100.7% |
| YTD | +92.6% | +6.2% | +86.4% | +87.4% |
| 1Y | +81.1% | +8.3% | +72.8% | +74.6% |
| 3Y | +84.8% | +62.5% | +22.3% | +50.3% |
| All | -33.3% | +133.8% | -167.1% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling