+381.1%
APH vs OKLO
+158.6%
+222.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.1% |
| 7D | +0.4% | +16.9% | -16.5% | -1.4% |
| 30D | -8.0% | -19.7% | +11.7% | -6.2% |
| 3M | -5.0% | -45.0% | +40.0% | 0.0% |
| 6M | +29.9% | -66.9% | +96.8% | +42.5% |
| YTD | +18.0% | -64.0% | +81.9% | +26.3% |
| 1Y | +11.3% | -75.2% | +86.5% | +22.7% |
| 3Y | +274.9% | +151.1% | +123.9% | +231.9% |
| 5Y | +300.6% | +162.8% | +137.8% | +252.8% |
| All | +381.1% | +158.6% | +222.5% | +328.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling