+634.8%
OKTA vs AIG
+54.4%
+580.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.9% | -1.4% | +7.3% | +6.2% |
| 30D | +14.6% | -3.3% | +17.9% | +15.3% |
| 3M | +44.0% | +2.2% | +41.8% | +43.2% |
| 6M | +116.7% | -2.1% | +118.8% | +117.2% |
| YTD | +99.8% | -11.2% | +111.0% | +103.6% |
| 1Y | +84.1% | -2.1% | +86.2% | +83.7% |
| 3Y | +97.7% | +34.4% | +63.3% | +85.7% |
| 5Y | -35.2% | +53.7% | -88.9% | -40.7% |
| All | +634.8% | +54.4% | +580.4% | +530.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling