-80.3%
OKLO vs AJG
+19.3%
-99.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.3% | -2.9% |
| 7D | -18.4% | +10.7% | -29.2% | -13.6% |
| 30D | -38.5% | +26.9% | -65.4% | -29.9% |
| 3M | -48.9% | +16.6% | -65.5% | -44.3% |
| 6M | -67.8% | +40.1% | -107.9% | -61.9% |
| YTD | -69.2% | +12.4% | -81.6% | -65.6% |
| 1Y | -80.3% | +15.9% | -96.2% | -77.6% |
| All | -80.3% | +19.3% | -99.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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