+285.6%
APH vs OKLO
+296.8%
-11.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.5% |
| 7D | +5.0% | +2.8% | +2.1% | +4.6% |
| 30D | -3.9% | -4.0% | +0.1% | -3.8% |
| 3M | +13.0% | -36.9% | +49.9% | +17.3% |
| 6M | +25.2% | -37.1% | +62.3% | +28.6% |
| YTD | +22.9% | -42.5% | +65.4% | +26.4% |
| 1Y | +47.8% | -40.7% | +88.6% | +49.4% |
| All | +285.6% | +296.8% | -11.2% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling