+297.7%
OKLO vs AMDL
+117.8%
+179.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.7% | -6.7% | +1.2% |
| 7D | +12.4% | +19.9% | -7.5% | +5.8% |
| 30D | -10.6% | +6.3% | -16.8% | -12.9% |
| 3M | -26.5% | -9.9% | -16.6% | -28.7% |
| 6M | -25.6% | +394.3% | -420.0% | -61.7% |
| YTD | -39.6% | +257.3% | -296.9% | -66.9% |
| 1Y | -38.8% | +508.5% | -547.3% | -73.5% |
| All | +297.7% | +117.8% | +179.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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