-4.3%
AKAM vs OWL
-15.5%
+11.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.2% |
| 7D | +0.6% | -11.9% | +12.5% | +3.9% |
| 30D | -8.2% | -13.7% | +5.5% | -4.7% |
| 3M | -17.6% | +12.3% | -29.8% | -20.6% |
| 6M | +2.5% | +15.0% | -12.5% | -2.2% |
| YTD | +22.8% | -25.7% | +48.5% | +30.9% |
| 1Y | +39.6% | -39.5% | +79.1% | +56.0% |
| 3Y | +2.3% | +0.9% | +1.4% | -0.9% |
| 5Y | -4.3% | -16.5% | +12.2% | -13.6% |
| All | -4.3% | -15.5% | +11.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling