+384.5%
ALAB vs OWL
-29.7%
+414.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.3% | +6.1% |
| 7D | +9.6% | -6.4% | +16.0% | +14.3% |
| 30D | -5.3% | -5.0% | -0.3% | -2.7% |
| 3M | -12.0% | +15.4% | -27.5% | -20.6% |
| 6M | +145.7% | +15.5% | +130.2% | +115.1% |
| YTD | +80.7% | -22.7% | +103.3% | +111.1% |
| 1Y | +40.1% | -34.1% | +74.2% | +83.2% |
| All | +384.5% | -29.7% | +414.2% | +558.8% |
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