-33.8%
OKTA vs AFRM
-57.5%
+23.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | -3.9% | -7.5% | +3.6% | -1.9% |
| 30D | -23.5% | -15.7% | -7.8% | -20.0% |
| 3M | +19.7% | -9.6% | +29.3% | +22.2% |
| 6M | +111.6% | +6.3% | +105.4% | +106.4% |
| YTD | +105.4% | -8.6% | +114.0% | +105.8% |
| 1Y | +108.4% | -7.6% | +116.0% | +107.4% |
| 3Y | +167.8% | +173.7% | -5.8% | +63.7% |
| 5Y | -33.8% | -56.9% | +23.1% | -43.3% |
| All | -33.8% | -57.5% | +23.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling