+24.5%
ALAB vs OWL
-28.0%
+52.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.5% |
| 7D | -24.9% | +10.1% | -35.0% | -27.8% |
| 30D | -38.4% | +18.7% | -57.1% | -42.8% |
| 3M | -38.3% | -6.2% | -32.1% | -36.8% |
| 6M | +10.9% | +9.8% | +1.2% | +5.6% |
| YTD | +34.2% | -24.2% | +58.4% | +51.0% |
| 1Y | +24.5% | -26.6% | +51.1% | +41.5% |
| All | +24.5% | -28.0% | +52.6% | +41.5% |
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