+262.9%
OKLO vs AJG
+80.4%
+182.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.2% | -7.9% | -9.3% |
| 7D | -12.2% | -8.3% | -4.0% | -12.9% |
| 30D | -19.7% | -5.7% | -14.1% | -20.2% |
| 3M | -37.4% | +9.1% | -46.5% | -37.7% |
| 6M | -42.3% | +15.2% | -57.5% | -42.5% |
| YTD | -49.5% | -6.3% | -43.2% | -49.1% |
| 1Y | -54.7% | -19.1% | -35.6% | -53.6% |
| 3Y | +249.6% | +8.2% | +241.4% | +262.3% |
| 5Y | +268.1% | +75.6% | +192.5% | +273.3% |
| All | +262.9% | +80.4% | +182.5% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling