+16.5%
APH vs OKLO
-78.1%
+94.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.3% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -5.4% | -17.6% | +12.2% | -2.7% |
| 3M | -5.5% | -48.5% | +43.0% | +4.6% |
| 6M | +25.9% | -65.7% | +91.6% | +47.0% |
| YTD | +16.4% | -66.7% | +83.0% | +27.4% |
| 1Y | +16.5% | -76.5% | +93.0% | +37.5% |
| All | +16.5% | -78.1% | +94.6% | +37.5% |
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