+138.4%
OKLO vs AFRM
-58.9%
+197.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.2% | +24.9% | +23.0% |
| 7D | -6.7% | -7.3% | +0.6% | -5.5% |
| 30D | -36.0% | -9.6% | -26.5% | -34.8% |
| 3M | -44.2% | -11.1% | -33.1% | -43.1% |
| 6M | -70.4% | +3.9% | -74.3% | -70.6% |
| YTD | -67.2% | -8.5% | -58.7% | -66.8% |
| 1Y | -77.9% | +3.3% | -81.2% | -78.0% |
| 3Y | +128.4% | +213.7% | -85.3% | +117.5% |
| All | +138.4% | -58.9% | +197.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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