+119.7%
OKLO vs AMDL
+102.5%
+17.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.6% | +15.4% | +3.6% |
| 7D | +1.6% | +37.2% | -35.6% | -10.3% |
| 30D | -17.6% | -24.0% | +6.4% | -14.9% |
| 3M | -48.5% | -1.0% | -47.5% | -52.0% |
| 6M | -65.7% | -3.2% | -62.5% | -70.0% |
| YTD | -66.7% | +232.2% | -298.9% | -82.5% |
| 1Y | -76.5% | +137.7% | -214.2% | -86.2% |
| All | +119.7% | +102.5% | +17.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling