+2.3%
AKAM vs OWL
-0.3%
+2.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.2% |
| 7D | +0.6% | -11.9% | +12.5% | +4.0% |
| 30D | -8.2% | -13.7% | +5.5% | -4.6% |
| 3M | -17.6% | +12.3% | -29.8% | -20.8% |
| 6M | +2.5% | +15.0% | -12.5% | -2.4% |
| YTD | +22.8% | -25.7% | +48.5% | +32.0% |
| 1Y | +39.6% | -39.5% | +79.1% | +57.8% |
| All | +2.3% | -0.3% | +2.6% | +6.7% |
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