+791.3%
ANET vs OWL
-15.1%
+806.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.1% |
| 7D | +3.0% | -10.1% | +13.1% | +7.8% |
| 30D | -5.2% | -11.9% | +6.7% | -0.2% |
| 3M | +27.6% | +10.7% | +16.9% | +20.8% |
| 6M | +44.4% | +22.1% | +22.3% | +29.1% |
| YTD | +52.3% | -24.8% | +77.1% | +68.6% |
| 1Y | +30.4% | -39.2% | +69.6% | +57.8% |
| 3Y | +313.3% | +1.7% | +311.5% | +298.2% |
| All | +791.3% | -15.1% | +806.4% | +773.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling