+612.9%
OKTA vs ATI
+1,079.3%
-466.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.7% | +3.2% | -2.5% | +0.3% |
| 30D | +13.0% | -9.0% | +22.0% | +14.3% |
| 3M | +43.4% | +15.1% | +28.3% | +40.7% |
| 6M | +107.6% | +38.1% | +69.5% | +98.4% |
| YTD | +93.8% | +80.7% | +13.2% | +78.3% |
| 1Y | +80.8% | +167.5% | -86.7% | +57.6% |
| 3Y | +91.8% | +366.0% | -274.2% | +54.2% |
| 5Y | -36.4% | +1,088.8% | -1,125.1% | -53.0% |
| All | +612.9% | +1,079.3% | -466.4% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling