+634.8%
OKTA vs AWK
+117.0%
+517.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | +14.6% | +4.3% | +10.3% | +13.1% |
| 3M | +44.0% | +12.5% | +31.5% | +38.6% |
| 6M | +116.7% | +3.3% | +113.4% | +113.4% |
| YTD | +99.8% | +9.8% | +90.0% | +92.2% |
| 1Y | +84.1% | +2.9% | +81.2% | +80.3% |
| 3Y | +97.7% | +9.6% | +88.1% | +84.0% |
| 5Y | -35.2% | -16.7% | -18.5% | -33.9% |
| All | +634.8% | +117.0% | +517.7% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling