+84.8%
OKTA vs AWK
+7.8%
+77.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | -2.4% | -2.1% | -0.3% | -2.5% |
| 30D | +13.0% | +2.1% | +11.0% | +13.1% |
| 3M | +41.7% | +11.4% | +30.3% | +42.2% |
| 6M | +105.9% | +3.9% | +102.0% | +106.6% |
| YTD | +92.6% | +7.7% | +84.9% | +93.2% |
| 1Y | +81.1% | +1.3% | +79.8% | +82.1% |
| 3Y | +84.8% | +7.2% | +77.7% | +75.6% |
| All | +84.8% | +7.8% | +77.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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