+248.5%
ALAB vs OWL
-32.4%
+280.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -7.5% | +1.1% | -8.5% | -7.3% |
| 30D | -36.8% | +10.0% | -46.9% | -40.6% |
| 3M | -31.9% | -8.7% | -23.2% | -28.4% |
| 6M | +8.2% | +3.1% | +5.1% | +3.6% |
| YTD | +29.9% | -25.6% | +55.6% | +55.4% |
| 1Y | +24.4% | -25.5% | +49.9% | +48.2% |
| All | +248.5% | -32.4% | +280.9% | +384.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling