-33.5%
OKTA vs AFRM
-20.4%
-13.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +2.6% | -7.0% | +9.6% | +4.2% |
| 30D | +16.0% | -7.8% | +23.8% | +18.0% |
| 3M | +38.2% | +5.3% | +32.8% | +36.0% |
| 6M | +137.8% | +42.6% | +95.2% | +117.3% |
| YTD | +97.3% | -2.8% | +100.1% | +95.7% |
| 1Y | +90.1% | -19.3% | +109.4% | +94.6% |
| 3Y | +98.0% | +231.0% | -133.0% | +23.1% |
| 5Y | -36.9% | -22.2% | -14.7% | -57.4% |
| All | -33.5% | -20.4% | -13.1% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling