+1,001.7%
ANET vs OWL
+22.7%
+979.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +1.9% | -0.6% |
| 7D | -1.3% | -11.9% | +10.6% | +3.5% |
| 30D | -4.5% | -13.7% | +9.2% | +0.6% |
| 3M | +24.5% | +12.3% | +12.3% | +18.3% |
| 6M | +35.4% | +15.0% | +20.3% | +26.0% |
| YTD | +44.2% | -25.7% | +70.0% | +57.9% |
| 1Y | +25.4% | -39.5% | +64.9% | +47.4% |
| 3Y | +284.8% | +0.9% | +283.9% | +284.3% |
| 5Y | +761.7% | -16.5% | +778.2% | +744.0% |
| All | +1,001.7% | +22.7% | +979.0% | +936.2% |
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