+138.4%
OKLO vs ACM
-2.7%
+141.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | 0.0% | +22.6% | +22.6% |
| 7D | -6.7% | +5.4% | -12.1% | -9.2% |
| 30D | -36.0% | +15.1% | -51.2% | -40.4% |
| 3M | -44.2% | -10.5% | -33.7% | -41.6% |
| 6M | -70.4% | -19.7% | -50.7% | -67.4% |
| YTD | -67.2% | -28.8% | -38.4% | -61.3% |
| 1Y | -77.9% | -47.9% | -30.1% | -69.5% |
| 3Y | +128.4% | -12.4% | +140.8% | +178.5% |
| All | +138.4% | -2.7% | +141.1% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling