+156.2%
OKTA vs BAM
+67.8%
+88.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +4.2% |
| 7D | +5.9% | -3.9% | +9.8% | +7.9% |
| 30D | +14.6% | -8.8% | +23.4% | +19.8% |
| 3M | +44.0% | +2.2% | +41.8% | +42.1% |
| 6M | +116.7% | +5.9% | +110.8% | +109.8% |
| YTD | +99.8% | -6.1% | +105.9% | +104.5% |
| 1Y | +84.1% | -11.6% | +95.7% | +93.4% |
| 3Y | +97.7% | +51.7% | +46.0% | +61.1% |
| All | +156.2% | +67.8% | +88.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling