+299.6%
OKLO vs AME
+81.8%
+217.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -5.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.2% |
| 30D | -15.2% | -8.6% | -6.6% | -9.9% |
| 3M | -26.2% | +5.8% | -32.0% | -28.6% |
| 6M | -35.0% | +3.8% | -38.9% | -35.7% |
| YTD | -44.4% | +14.4% | -58.9% | -47.6% |
| 1Y | -45.9% | +25.8% | -71.7% | -51.3% |
| 3Y | +284.9% | +55.2% | +229.8% | +235.3% |
| 5Y | +305.3% | +85.5% | +219.8% | +252.0% |
| All | +299.6% | +81.8% | +217.8% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling