+90.0%
OKTA vs ATI
+341.5%
-251.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | +13.8% | -13.5% | +27.3% | +17.2% |
| 3M | +48.9% | +8.5% | +40.4% | +45.6% |
| 6M | +114.9% | +25.2% | +89.8% | +102.9% |
| YTD | +97.9% | +73.4% | +24.5% | +70.2% |
| 1Y | +89.7% | +160.5% | -70.8% | +44.5% |
| All | +90.0% | +341.5% | -251.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling