+91.8%
OKTA vs BAM
+57.7%
+34.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | +0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.6% |
| 30D | +13.0% | -6.0% | +19.0% | +16.8% |
| 3M | +43.4% | +7.3% | +36.1% | +37.6% |
| 6M | +107.6% | +8.2% | +99.4% | +98.0% |
| YTD | +93.8% | -3.8% | +97.7% | +96.3% |
| 1Y | +80.8% | -10.7% | +91.6% | +89.9% |
| 3Y | +91.8% | +55.3% | +36.5% | +43.8% |
| All | +91.8% | +57.7% | +34.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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