+318.1%
OKLO vs AVTR
-25.8%
+343.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.1% | +4.6% |
| 7D | +12.4% | +7.4% | +5.0% | +11.1% |
| 30D | -10.6% | +12.2% | -22.8% | -12.2% |
| 3M | -26.5% | +57.4% | -83.9% | -32.7% |
| 6M | -25.6% | +86.7% | -112.3% | -34.3% |
| YTD | -39.6% | +33.1% | -72.7% | -43.7% |
| 1Y | -38.8% | +16.1% | -54.9% | -43.0% |
| 3Y | +318.1% | -24.6% | +342.7% | +302.3% |
| All | +318.1% | -25.8% | +343.8% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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