-29.4%
AXON vs OWL
-29.1%
-0.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | -14.2% | -2.2% | -11.9% | -13.1% |
| 30D | -15.4% | +3.7% | -19.1% | -16.5% |
| 3M | +0.5% | +17.5% | -17.0% | -5.8% |
| 6M | -9.5% | +18.5% | -28.0% | -16.5% |
| YTD | -9.2% | -16.3% | +7.1% | -4.2% |
| 1Y | -29.4% | -29.7% | +0.3% | -19.3% |
| All | -29.4% | -29.1% | -0.2% | -19.3% |
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