+262.9%
OKLO vs AEHR
+3,829.0%
-3,566.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.3% |
| 7D | -12.2% | +9.8% | -22.0% | -13.4% |
| 30D | -19.7% | -26.7% | +7.0% | -16.8% |
| 3M | -37.4% | -8.1% | -29.3% | -38.1% |
| 6M | -42.3% | +123.1% | -165.4% | -48.9% |
| YTD | -49.5% | +369.0% | -418.5% | -58.7% |
| 1Y | -54.7% | +256.4% | -311.1% | -61.9% |
| 3Y | +249.6% | +96.4% | +153.2% | +174.2% |
| 5Y | +268.1% | +836.6% | -568.5% | +191.1% |
| All | +262.9% | +3,829.0% | -3,566.1% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling