+16.4%
APH vs OKLO
-81.5%
+97.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.8% | -0.3% | -5.1% |
| 7D | -2.4% | -18.4% | +16.0% | +1.1% |
| 30D | -9.5% | -38.5% | +29.0% | -1.8% |
| 3M | -7.6% | -48.9% | +41.3% | +2.3% |
| 6M | +12.4% | -67.8% | +80.1% | +32.4% |
| YTD | +17.5% | -69.2% | +86.7% | +32.0% |
| 1Y | +16.4% | -80.3% | +96.7% | +42.5% |
| All | +16.4% | -81.5% | +97.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling