-40.1%
AXON vs OWL
-12.7%
-27.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.7% | -17.5% | -17.7% |
| 7D | -26.8% | -4.9% | -21.9% | -23.9% |
| 30D | -22.9% | +7.8% | -30.7% | -26.7% |
| 3M | -40.1% | -12.7% | -27.4% | -31.5% |
| All | -40.1% | -12.7% | -27.3% | -31.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling