-33.3%
OKTA vs ATI
+1,029.4%
-1,062.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.3% |
| 30D | +13.0% | -13.7% | +26.8% | +16.4% |
| 3M | +41.7% | -0.4% | +42.1% | +41.2% |
| 6M | +105.9% | +26.2% | +79.7% | +94.3% |
| YTD | +92.6% | +73.2% | +19.3% | +67.7% |
| 1Y | +81.1% | +161.6% | -80.6% | +42.0% |
| 3Y | +84.8% | +346.2% | -261.3% | +23.2% |
| All | -33.3% | +1,029.4% | -1,062.6% | -61.0% |
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