+167.8%
OKTA vs AFRM
+172.4%
-4.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | -3.9% | -7.5% | +3.6% | -2.6% |
| 30D | -23.5% | -15.7% | -7.8% | -21.3% |
| 3M | +19.7% | -9.6% | +29.3% | +21.5% |
| 6M | +111.6% | +6.3% | +105.4% | +109.3% |
| YTD | +105.4% | -8.6% | +114.0% | +105.3% |
| 1Y | +108.4% | -7.6% | +116.0% | +107.7% |
| 3Y | +167.8% | +173.7% | -5.8% | +136.0% |
| All | +167.8% | +172.4% | -4.6% | +136.0% |
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 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