+352.4%
APH vs OKLO
+135.5%
+216.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +22.7% | -18.5% | +1.8% |
| 7D | -5.9% | -6.7% | +0.8% | -5.5% |
| 30D | -14.8% | -36.0% | +21.2% | -11.2% |
| 3M | -12.4% | -44.2% | +31.8% | -8.0% |
| 6M | +8.1% | -70.4% | +78.5% | +19.8% |
| YTD | +10.9% | -67.2% | +78.1% | +20.0% |
| 1Y | +8.8% | -77.9% | +86.7% | +21.3% |
| 3Y | +262.1% | +128.4% | +133.6% | +223.8% |
| 5Y | +283.1% | +139.1% | +144.1% | +240.9% |
| All | +352.4% | +135.5% | +216.9% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling