+3.4%
AKAM vs OWL
+24.2%
-20.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | +1.5% | -10.1% | +11.6% | +3.9% |
| 30D | -13.0% | -11.9% | -1.1% | -10.6% |
| 3M | -19.4% | +10.7% | -30.1% | -21.6% |
| 6M | +0.3% | +22.1% | -21.8% | -4.9% |
| YTD | +22.4% | -24.8% | +47.2% | +28.8% |
| 1Y | +34.8% | -39.2% | +74.0% | +47.8% |
| 3Y | +1.9% | +1.7% | +0.2% | +0.3% |
| 5Y | -4.6% | -15.5% | +10.9% | -8.7% |
| All | +3.4% | +24.2% | -20.8% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling