-44.6%
AXON vs OWL
-27.2%
-17.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -25.6% | -2.1% | -23.5% | -24.8% |
| 30D | -23.9% | +11.6% | -35.5% | -27.8% |
| 3M | -50.4% | -13.8% | -36.6% | -46.9% |
| 6M | -20.0% | +7.8% | -27.9% | -22.0% |
| YTD | -44.5% | -25.8% | -18.7% | -38.6% |
| All | -44.6% | -27.2% | -17.5% | -38.4% |
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