+34.8%
AKAM vs OWL
-38.6%
+73.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | +1.5% | -10.1% | +11.6% | +4.1% |
| 30D | -13.0% | -11.9% | -1.1% | -10.4% |
| 3M | -19.4% | +10.7% | -30.1% | -22.0% |
| 6M | +0.3% | +22.1% | -21.8% | -4.7% |
| YTD | +22.4% | -24.8% | +47.2% | +32.6% |
| 1Y | +34.8% | -39.2% | +74.0% | +46.5% |
| All | +34.8% | -38.6% | +73.5% | +46.5% |
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