+119.7%
OKTA vs AJG
+19.3%
+100.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | +0.7% |
| 7D | -14.2% | +10.7% | -24.9% | -14.4% |
| 30D | -12.5% | +26.9% | -39.4% | -14.1% |
| 3M | +29.2% | +16.6% | +12.7% | +27.1% |
| 6M | +147.3% | +40.1% | +107.2% | +125.8% |
| YTD | +120.9% | +12.4% | +108.5% | +103.8% |
| 1Y | +119.7% | +15.9% | +103.8% | +101.9% |
| All | +119.7% | +19.3% | +100.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling