+284.9%
OKLO vs AMCR
+8.2%
+276.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.2% |
| 7D | +0.1% | -5.0% | +5.1% | +1.8% |
| 30D | -15.2% | -8.0% | -7.2% | -12.8% |
| 3M | -26.2% | +14.3% | -40.4% | -29.9% |
| 6M | -35.0% | +5.3% | -40.4% | -37.3% |
| YTD | -44.4% | +7.7% | -52.2% | -46.9% |
| 1Y | -45.9% | +10.8% | -56.8% | -48.9% |
| All | +284.9% | +8.2% | +276.8% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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