-30.5%
OKTA vs AFRM
-27.4%
-3.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | -6.0% | -8.4% | +2.4% | -4.0% |
| 30D | -23.2% | -18.3% | -4.9% | -19.5% |
| 3M | +18.3% | -12.7% | +31.0% | +21.5% |
| 6M | +112.6% | +3.0% | +109.6% | +109.5% |
| YTD | +106.3% | -11.4% | +117.7% | +108.4% |
| 1Y | +108.0% | -13.3% | +121.4% | +110.5% |
| 3Y | +163.2% | +194.0% | -30.8% | +71.1% |
| 5Y | -30.9% | -50.6% | +19.7% | -50.4% |
| All | -30.5% | -27.4% | -3.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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