+91.8%
OKTA vs AFRM
+195.1%
-103.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.5% | +3.9% |
| 7D | +5.9% | -8.0% | +13.9% | +7.3% |
| 30D | +14.6% | -9.8% | +24.4% | +16.3% |
| 3M | +44.0% | +4.7% | +39.3% | +42.8% |
| 6M | +116.7% | +34.1% | +82.6% | +106.5% |
| YTD | +99.8% | -8.4% | +108.2% | +99.9% |
| 1Y | +84.1% | -22.9% | +107.0% | +87.1% |
| All | +91.8% | +195.1% | -103.4% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling