+36.3%
AKAM vs OWL
-29.1%
+65.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.1% | -2.2% | +0.2% | -1.6% |
| 30D | -13.9% | +3.7% | -17.6% | -14.9% |
| 3M | -33.8% | +17.5% | -51.3% | -36.7% |
| 6M | +2.2% | +18.5% | -16.4% | -1.9% |
| YTD | +20.6% | -16.3% | +36.9% | +26.5% |
| 1Y | +36.3% | -29.7% | +66.0% | +42.1% |
| All | +36.3% | -29.1% | +65.4% | +42.1% |
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