+804.4%
AAOI vs OWL
+0.9%
+803.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.0% |
| 7D | -0.2% | -10.1% | +10.0% | +8.4% |
| 30D | -23.7% | -11.9% | -11.8% | -17.3% |
| 3M | -39.0% | +10.7% | -49.7% | -45.2% |
| 6M | -17.0% | +22.1% | -39.2% | -35.1% |
| YTD | +202.2% | -24.8% | +227.0% | +270.2% |
| 1Y | +292.4% | -39.2% | +331.6% | +516.0% |
| 3Y | +804.4% | +1.7% | +802.6% | +864.0% |
| All | +804.4% | +0.9% | +803.5% | +864.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling