+84.8%
OKTA vs AJG
+8.2%
+76.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -2.4% | -8.3% | +5.9% | -1.3% |
| 30D | +13.0% | -5.7% | +18.7% | +13.5% |
| 3M | +41.7% | +9.1% | +32.6% | +37.3% |
| 6M | +105.9% | +15.2% | +90.7% | +97.2% |
| YTD | +92.6% | -6.3% | +98.8% | +89.1% |
| 1Y | +81.1% | -19.1% | +100.2% | +82.8% |
| 3Y | +84.8% | +8.2% | +76.6% | +74.2% |
| All | +84.8% | +8.2% | +76.7% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling