+625.6%
OKTA vs AG
+139.1%
+486.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +16.0% | +19.2% | -3.2% | +13.6% |
| 3M | +38.2% | +6.2% | +32.0% | +36.5% |
| 6M | +137.8% | -26.7% | +164.5% | +143.0% |
| YTD | +97.3% | +26.1% | +71.2% | +86.8% |
| 1Y | +90.1% | +131.7% | -41.6% | +65.0% |
| 3Y | +98.0% | +255.3% | -157.3% | +55.8% |
| 5Y | -36.9% | +61.9% | -98.8% | -47.5% |
| All | +625.6% | +139.1% | +486.5% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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