+40.1%
ALAB vs OWL
-34.7%
+74.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.3% | +5.3% |
| 7D | +9.6% | -6.4% | +16.0% | +12.5% |
| 30D | -5.3% | -5.0% | -0.3% | -3.5% |
| 3M | -12.0% | +15.4% | -27.5% | -16.8% |
| 6M | +145.7% | +15.5% | +130.2% | +129.7% |
| YTD | +80.7% | -22.7% | +103.3% | +96.3% |
| 1Y | +40.1% | -34.1% | +74.2% | +68.8% |
| All | +40.1% | -34.7% | +74.8% | +68.8% |
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 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