+334.0%
OKLO vs AGI
+381.3%
-47.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +12.4% | +4.4% | +8.0% | +10.8% |
| 30D | -10.6% | +10.0% | -20.5% | -13.3% |
| 3M | -26.5% | +1.7% | -28.3% | -27.2% |
| 6M | -25.6% | -26.8% | +1.1% | -19.3% |
| YTD | -39.6% | -5.3% | -34.3% | -38.5% |
| 1Y | -38.8% | +11.5% | -50.2% | -39.5% |
| 3Y | +318.1% | +212.9% | +105.1% | +277.0% |
| 5Y | +339.7% | +388.8% | -49.1% | +296.9% |
| All | +334.0% | +381.3% | -47.3% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 all: compounded portfolio wealth divided by compounded AGI 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…
all analysis · Full analysis span regression · 6 months rolling