+90.1%
OKTA vs AGI
+17.6%
+72.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.6% |
| 30D | +16.0% | +18.2% | -2.2% | +14.3% |
| 3M | +38.2% | -4.1% | +42.3% | +38.7% |
| 6M | +137.8% | -28.7% | +166.5% | +141.9% |
| YTD | +97.3% | -4.0% | +101.3% | +93.9% |
| 1Y | +90.1% | +17.4% | +72.7% | +87.5% |
| All | +90.1% | +17.6% | +72.5% | +87.5% |
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