-33.3%
OKTA vs APTV
-69.3%
+36.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -5.0% | +2.6% | -0.4% |
| 30D | +13.0% | -6.1% | +19.1% | +15.6% |
| 3M | +41.7% | -33.0% | +74.7% | +64.9% |
| 6M | +105.9% | -35.2% | +141.2% | +140.5% |
| YTD | +92.6% | -40.1% | +132.7% | +132.0% |
| 1Y | +81.1% | -45.6% | +126.7% | +127.5% |
| 3Y | +84.8% | -54.4% | +139.2% | +144.2% |
| All | -33.3% | -69.3% | +36.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling