+100.9%
AAOI vs OWL
-28.0%
+129.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.4% | -7.7% |
| 7D | -27.9% | +10.1% | -38.0% | -28.8% |
| 30D | -51.2% | +18.7% | -70.0% | -52.4% |
| 3M | -55.0% | -6.2% | -48.8% | -55.0% |
| 6M | -65.7% | +9.8% | -75.5% | -66.2% |
| YTD | +70.0% | -24.2% | +94.2% | +106.2% |
| 1Y | +100.9% | -26.6% | +127.5% | +156.1% |
| All | +100.9% | -28.0% | +129.0% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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