+65.2%
ALAB vs OWL
-29.1%
+94.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.5% | +10.1% |
| 7D | +7.2% | -2.2% | +9.5% | +8.3% |
| 30D | -2.5% | +3.7% | -6.2% | -4.2% |
| 3M | -13.3% | +17.5% | -30.8% | -18.9% |
| 6M | +172.8% | +18.5% | +154.3% | +153.3% |
| YTD | +86.6% | -16.3% | +102.9% | +97.8% |
| 1Y | +65.2% | -29.7% | +94.9% | +100.0% |
| All | +65.2% | -29.1% | +94.3% | +100.0% |
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 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