-46.9%
ALNY vs OWL
-38.6%
-8.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.5% |
| 7D | -6.5% | -10.1% | +3.6% | -6.5% |
| 30D | +11.0% | -11.9% | +23.0% | +11.0% |
| 3M | -14.1% | +10.7% | -24.8% | -13.1% |
| 6M | -22.4% | +22.1% | -44.5% | -21.6% |
| YTD | -37.5% | -24.8% | -12.7% | -38.9% |
| 1Y | -46.9% | -39.2% | -7.7% | -50.6% |
| All | -46.9% | -38.6% | -8.3% | -50.6% |
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