+608.2%
OKTA vs ATI
+1,030.7%
-422.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | +13.0% | -13.7% | +26.8% | +15.1% |
| 3M | +41.7% | -0.4% | +42.1% | +41.5% |
| 6M | +105.9% | +26.2% | +79.7% | +99.0% |
| YTD | +92.6% | +73.2% | +19.3% | +78.1% |
| 1Y | +81.1% | +161.6% | -80.6% | +58.3% |
| 3Y | +84.8% | +346.2% | -261.3% | +49.4% |
| 5Y | -34.4% | +1,047.6% | -1,082.1% | -51.3% |
| All | +608.2% | +1,030.7% | -422.5% | +464.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling