+151.4%
OKLO vs ACM
+20.9%
+130.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.8% |
| 7D | +6.8% | +6.6% | +0.2% | +4.0% |
| 30D | -27.7% | +19.8% | -47.5% | -33.3% |
| 3M | -43.6% | -3.1% | -40.5% | -43.3% |
| 6M | -65.4% | -11.5% | -53.9% | -63.9% |
| YTD | -65.0% | -24.7% | -40.4% | -60.3% |
| 1Y | -77.5% | -45.1% | -32.5% | -70.5% |
| 3Y | +143.6% | -8.9% | +152.5% | +186.0% |
| 5Y | +154.7% | +5.4% | +149.3% | +199.0% |
| All | +151.4% | +20.9% | +130.5% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling