+2.3%
AKAM vs OWL
+32.0%
-29.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.4% |
| 7D | -0.8% | -3.9% | +3.1% | +0.1% |
| 30D | -4.5% | -3.7% | -0.8% | -3.8% |
| 3M | -25.6% | +21.4% | -47.0% | -29.1% |
| 6M | +5.7% | +18.3% | -12.6% | +0.9% |
| YTD | +21.0% | -20.1% | +41.1% | +25.7% |
| 1Y | +33.9% | -32.8% | +66.7% | +43.5% |
| 3Y | +0.9% | +8.6% | -7.7% | -2.1% |
| 5Y | -6.9% | -4.5% | -2.4% | -12.2% |
| All | +2.3% | +32.0% | -29.7% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling