-36.4%
OKTA vs AFRM
-21.7%
-14.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.7% | +3.1% | -2.4% | -0.1% |
| 30D | +13.0% | -4.2% | +17.2% | +14.0% |
| 3M | +43.4% | +10.1% | +33.3% | +39.5% |
| 6M | +107.6% | +39.4% | +68.2% | +89.6% |
| YTD | +93.8% | -3.2% | +97.0% | +92.3% |
| 1Y | +80.8% | -16.1% | +96.9% | +83.6% |
| 3Y | +91.8% | +220.8% | -129.0% | +14.9% |
| 5Y | -36.4% | -17.7% | -18.7% | -57.0% |
| All | -36.4% | -21.7% | -14.6% | -57.0% |
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 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