+334.0%
OKLO vs AIG
+82.4%
+251.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +7.0% | +4.9% |
| 7D | +12.4% | -1.6% | +14.0% | +12.4% |
| 30D | -10.6% | -5.2% | -5.3% | -10.5% |
| 3M | -26.5% | +1.5% | -28.0% | -26.7% |
| 6M | -25.6% | -3.9% | -21.7% | -25.7% |
| YTD | -39.6% | -11.6% | -28.0% | -39.3% |
| 1Y | -38.8% | -2.9% | -35.8% | -39.2% |
| 3Y | +318.1% | +33.7% | +284.3% | +310.8% |
| 5Y | +339.7% | +52.7% | +287.0% | +328.4% |
| All | +334.0% | +82.4% | +251.6% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling