+332.6%
OKLO vs AIG
+52.4%
+280.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +7.7% | -1.4% | +9.2% | +7.7% |
| 30D | -4.3% | -3.3% | -1.0% | -4.3% |
| 3M | -24.6% | +2.2% | -26.8% | -24.8% |
| 6M | -31.1% | -2.1% | -29.0% | -31.1% |
| YTD | -40.7% | -11.2% | -29.5% | -40.3% |
| 1Y | -42.4% | -2.1% | -40.3% | -42.9% |
| 3Y | +310.9% | +34.4% | +276.5% | +304.2% |
| All | +332.6% | +52.4% | +280.2% | +323.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling