+87.4%
ALNY vs OWL
+24.2%
+63.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.2% |
| 7D | -6.5% | -10.1% | +3.6% | -4.6% |
| 30D | +11.0% | -11.9% | +23.0% | +13.6% |
| 3M | -14.1% | +10.7% | -24.8% | -16.3% |
| 6M | -22.4% | +22.1% | -44.5% | -26.3% |
| YTD | -37.5% | -24.8% | -12.7% | -34.7% |
| 1Y | -46.9% | -39.2% | -7.7% | -42.3% |
| 3Y | +22.1% | +1.7% | +20.3% | +13.7% |
| 5Y | +31.2% | -15.5% | +46.7% | +19.2% |
| All | +87.4% | +24.2% | +63.2% | +55.9% |
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