+608.2%
OKTA vs AIG
+55.0%
+553.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | +13.0% | -1.1% | +14.1% | +13.2% |
| 3M | +41.7% | +0.7% | +41.0% | +41.3% |
| 6M | +105.9% | -2.2% | +108.1% | +106.4% |
| YTD | +92.6% | -10.8% | +103.4% | +96.1% |
| 1Y | +81.1% | -2.0% | +83.1% | +80.6% |
| 3Y | +84.8% | +34.8% | +50.0% | +73.5% |
| 5Y | -34.4% | +55.0% | -89.5% | -40.1% |
| All | +608.2% | +55.0% | +553.2% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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