-29.7%
OKTA vs ATI
+959.5%
-989.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.0% |
| 7D | +8.4% | +4.2% | +4.3% | +7.5% |
| 30D | -13.7% | -2.5% | -11.2% | -13.4% |
| 3M | +18.0% | -19.4% | +37.4% | +22.9% |
| 6M | +133.8% | +11.1% | +122.8% | +126.4% |
| YTD | +111.5% | +59.5% | +51.9% | +84.7% |
| 1Y | +118.3% | +85.8% | +32.6% | +83.2% |
| 3Y | +168.0% | +311.9% | -143.9% | +75.1% |
| All | -29.7% | +959.5% | -989.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling