+608.2%
OKTA vs AGI
+371.1%
+237.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | +13.0% | +7.2% | +5.8% | +11.9% |
| 3M | +41.7% | +4.3% | +37.4% | +40.3% |
| 6M | +105.9% | -27.1% | +133.0% | +112.4% |
| YTD | +92.6% | -6.6% | +99.2% | +91.2% |
| 1Y | +81.1% | +9.5% | +71.5% | +75.2% |
| 3Y | +84.8% | +208.4% | -123.6% | +54.5% |
| 5Y | -34.4% | +401.6% | -436.1% | -48.8% |
| All | +608.2% | +371.1% | +237.1% | +446.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling