+334.0%
OKLO vs AMCR
-2.6%
+336.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.3% |
| 7D | +12.4% | -1.8% | +14.2% | +12.8% |
| 30D | -10.6% | -6.0% | -4.5% | -9.3% |
| 3M | -26.5% | +18.9% | -45.4% | -29.5% |
| 6M | -25.6% | +5.7% | -31.3% | -27.6% |
| YTD | -39.6% | +11.1% | -50.7% | -41.7% |
| 1Y | -38.8% | +12.7% | -51.5% | -41.1% |
| 3Y | +318.1% | +9.6% | +308.5% | +306.1% |
| 5Y | +339.7% | -10.3% | +350.0% | +327.9% |
| All | +334.0% | -2.6% | +336.6% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling