-32.6%
OKTA vs AWK
-17.3%
-15.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | +13.8% | +2.8% | +11.0% | +13.0% |
| 3M | +48.9% | +11.3% | +37.6% | +44.6% |
| 6M | +114.9% | +6.7% | +108.2% | +110.5% |
| YTD | +97.9% | +9.4% | +88.5% | +91.7% |
| 1Y | +89.7% | +3.7% | +86.0% | +86.3% |
| 3Y | +95.8% | +9.2% | +86.6% | +81.3% |
| 5Y | -32.6% | -15.7% | -16.9% | -33.1% |
| All | -32.6% | -17.3% | -15.4% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling