-41.3%
ALNY vs OWL
-29.1%
-12.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +12.2% | -2.2% | +14.5% | +12.2% |
| 30D | +16.3% | +3.7% | +12.7% | +16.5% |
| 3M | -12.4% | +17.5% | -29.9% | -11.2% |
| 6M | -18.7% | +18.5% | -37.2% | -18.5% |
| YTD | -33.1% | -16.3% | -16.7% | -34.9% |
| 1Y | -41.3% | -29.7% | -11.6% | -44.8% |
| All | -41.3% | -29.1% | -12.2% | -44.8% |
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