+676.4%
OKTA vs AVAV
+333.1%
+343.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.8% |
| 7D | +6.6% | +18.4% | -11.7% | +2.5% |
| 30D | -19.4% | -4.9% | -14.5% | -18.6% |
| 3M | +23.9% | -37.7% | +61.6% | +36.8% |
| 6M | +130.9% | -28.4% | +159.3% | +142.6% |
| YTD | +111.1% | -50.0% | +161.1% | +133.0% |
| 1Y | +115.5% | -62.6% | +178.2% | +152.9% |
| 3Y | +169.4% | -0.6% | +170.0% | +129.4% |
| 5Y | -30.2% | +31.9% | -62.1% | -47.3% |
| All | +676.4% | +333.1% | +343.3% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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