+612.9%
OKTA vs APTV
-25.3%
+638.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -0.2% |
| 7D | +0.7% | +2.0% | -1.3% | 0.0% |
| 30D | +13.0% | -7.7% | +20.7% | +15.8% |
| 3M | +43.4% | -34.0% | +77.4% | +62.6% |
| 6M | +107.6% | -37.1% | +144.7% | +137.2% |
| YTD | +93.8% | -39.9% | +133.7% | +124.3% |
| 1Y | +80.8% | -44.4% | +125.3% | +114.7% |
| 3Y | +91.8% | -54.5% | +146.3% | +135.2% |
| 5Y | -36.4% | -69.1% | +32.7% | -13.9% |
| All | +612.9% | -25.3% | +638.2% | +601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling