+608.2%
OKTA vs AJG
+392.0%
+216.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | -2.4% | -8.3% | +5.9% | +1.6% |
| 30D | +13.0% | -5.7% | +18.7% | +15.4% |
| 3M | +41.7% | +9.1% | +32.6% | +33.1% |
| 6M | +105.9% | +15.2% | +90.7% | +87.9% |
| YTD | +92.6% | -6.3% | +98.8% | +93.7% |
| 1Y | +81.1% | -19.1% | +100.2% | +96.0% |
| 3Y | +84.8% | +8.2% | +76.6% | +62.2% |
| 5Y | -34.4% | +75.6% | -110.1% | -57.6% |
| All | +608.2% | +392.0% | +216.2% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling