-35.2%
OKTA vs ARMK
+146.8%
-182.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.7% |
| 7D | +5.9% | +0.3% | +5.5% | +5.7% |
| 30D | +14.6% | +2.4% | +12.2% | +12.4% |
| 3M | +44.0% | +6.1% | +37.9% | +38.3% |
| 6M | +116.7% | +41.8% | +75.0% | +74.8% |
| YTD | +99.8% | +55.5% | +44.2% | +51.7% |
| 1Y | +84.1% | +49.6% | +34.5% | +42.7% |
| 3Y | +97.7% | +122.8% | -25.1% | +11.7% |
| 5Y | -35.2% | +151.0% | -186.2% | -67.7% |
| All | -35.2% | +146.8% | -182.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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