+84.8%
OKTA vs AIG
+33.9%
+50.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +13.0% | -1.1% | +14.1% | +13.3% |
| 3M | +41.7% | +0.7% | +41.0% | +41.0% |
| 6M | +105.9% | -2.2% | +108.1% | +106.5% |
| YTD | +92.6% | -10.8% | +103.4% | +98.6% |
| 1Y | +81.1% | -2.0% | +83.1% | +79.4% |
| 3Y | +84.8% | +34.8% | +50.0% | +56.4% |
| All | +84.8% | +33.9% | +50.9% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling