+400.4%
ALAB vs OWL
-23.9%
+424.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.5% | +10.2% |
| 7D | +7.2% | -2.2% | +9.5% | +8.9% |
| 30D | -2.5% | +3.7% | -6.2% | -5.4% |
| 3M | -13.3% | +17.5% | -30.8% | -22.6% |
| 6M | +172.8% | +18.5% | +154.3% | +136.0% |
| YTD | +86.6% | -16.3% | +102.9% | +107.4% |
| 1Y | +65.2% | -29.7% | +94.9% | +108.2% |
| All | +400.4% | -23.9% | +424.3% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling