-80.3%
OKLO vs AIG
+6.0%
-86.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -4.7% |
| 7D | -18.4% | +2.3% | -20.7% | -16.9% |
| 30D | -38.5% | +8.8% | -47.3% | -34.3% |
| 3M | -48.9% | +3.7% | -52.6% | -47.0% |
| 6M | -67.8% | +6.8% | -74.5% | -65.6% |
| YTD | -69.2% | -2.6% | -66.5% | -69.5% |
| 1Y | -80.3% | +3.7% | -84.0% | -79.7% |
| All | -80.3% | +6.0% | -86.3% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling