+145.0%
OKLO vs AME
+87.4%
+57.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.9% |
| 7D | +27.3% | +8.1% | +19.2% | +21.1% |
| 30D | -23.1% | -3.8% | -19.3% | -20.4% |
| 3M | -45.8% | -6.6% | -39.2% | -43.0% |
| 6M | -66.8% | +4.6% | -71.4% | -67.4% |
| YTD | -65.9% | +17.9% | -83.9% | -68.3% |
| 1Y | -78.0% | +23.2% | -101.2% | -80.0% |
| 3Y | +137.4% | +62.9% | +74.5% | +103.8% |
| 5Y | +148.2% | +77.5% | +70.7% | +112.9% |
| All | +145.0% | +87.4% | +57.6% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling