+84.8%
OKTA vs AGI
+206.1%
-121.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | +13.0% | +7.2% | +5.8% | +11.8% |
| 3M | +41.7% | +4.3% | +37.4% | +40.3% |
| 6M | +105.9% | -27.1% | +133.0% | +113.6% |
| YTD | +92.6% | -6.6% | +99.2% | +89.5% |
| 1Y | +81.1% | +9.5% | +71.5% | +71.8% |
| 3Y | +84.8% | +208.4% | -123.6% | +34.9% |
| All | +84.8% | +206.1% | -121.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling