+389.5%
APH vs OKLO
+168.4%
+221.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +14.0% | -5.8% | +6.7% |
| 7D | +1.1% | +14.1% | -13.0% | -0.5% |
| 30D | -7.5% | -22.7% | +15.2% | -5.4% |
| 3M | -4.4% | -44.6% | +40.1% | +0.5% |
| 6M | +26.5% | -63.0% | +89.5% | +37.1% |
| YTD | +20.0% | -62.6% | +82.6% | +28.1% |
| 1Y | +16.9% | -76.2% | +93.0% | +29.1% |
| 3Y | +288.5% | +160.8% | +127.7% | +242.6% |
| 5Y | +310.3% | +172.5% | +137.8% | +260.0% |
| All | +389.5% | +168.4% | +221.1% | +334.3% |
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