+153.0%
OKTA vs BAM
+78.0%
+75.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.6% | -2.0% | +4.6% | +3.7% |
| 30D | +16.0% | -2.9% | +18.9% | +17.7% |
| 3M | +38.2% | +9.4% | +28.8% | +32.0% |
| 6M | +137.8% | +10.8% | +127.1% | +125.4% |
| YTD | +97.3% | -0.4% | +97.7% | +96.4% |
| 1Y | +90.1% | -10.9% | +101.0% | +98.6% |
| 3Y | +98.0% | +61.3% | +36.8% | +56.7% |
| All | +153.0% | +78.0% | +75.0% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling