+119.7%
OKTA vs AGI
-1.1%
+120.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -0.3% |
| 7D | -14.2% | -5.3% | -8.9% | -13.8% |
| 30D | -12.5% | -7.1% | -5.3% | -11.9% |
| 3M | +29.2% | +4.4% | +24.8% | +28.0% |
| 6M | +147.3% | -23.0% | +170.4% | +153.0% |
| YTD | +120.9% | -22.0% | +142.9% | +117.6% |
| 1Y | +119.7% | +0.3% | +119.4% | +114.3% |
| All | +119.7% | -1.1% | +120.8% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling