+119.7%
OKTA vs ATI
+86.4%
+33.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -14.2% | +8.3% | -22.5% | -13.8% |
| 30D | -12.5% | -7.3% | -5.2% | -12.6% |
| 3M | +29.2% | -10.5% | +39.8% | +29.3% |
| 6M | +147.3% | +16.4% | +131.0% | +155.5% |
| YTD | +120.9% | +56.1% | +64.9% | +121.1% |
| 1Y | +119.7% | +86.5% | +33.2% | +107.6% |
| All | +119.7% | +86.4% | +33.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling