+132.5%
OKLO vs AEM
+301.1%
-168.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | -6.8% | +8.4% | +7.3% |
| 30D | -17.6% | +0.8% | -18.4% | -19.0% |
| 3M | -48.5% | -0.8% | -47.7% | -49.0% |
| 6M | -65.7% | -8.5% | -57.1% | -64.0% |
| YTD | -66.7% | +5.9% | -72.6% | -68.5% |
| 1Y | -76.5% | +6.6% | -83.1% | -77.8% |
| 3Y | +132.5% | +302.2% | -169.7% | +25.0% |
| All | +132.5% | +301.1% | -168.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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