+625.6%
OKTA vs APD
+180.1%
+445.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +2.6% | -2.2% | +4.8% | +3.5% |
| 30D | +16.0% | +2.1% | +13.9% | +15.0% |
| 3M | +38.2% | +7.2% | +31.0% | +33.8% |
| 6M | +137.8% | +11.2% | +126.6% | +125.0% |
| YTD | +97.3% | +24.4% | +72.9% | +76.9% |
| 1Y | +90.1% | +6.7% | +83.4% | +81.3% |
| 3Y | +98.0% | +9.2% | +88.8% | +81.4% |
| 5Y | -36.9% | +27.4% | -64.3% | -47.5% |
| All | +625.6% | +180.1% | +445.5% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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