+0.5%
AZN vs OWL
-29.1%
+29.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | 0.0% | -2.2% | +2.2% | -0.1% |
| 30D | +0.7% | +3.7% | -2.9% | +0.9% |
| 3M | -10.5% | +17.5% | -28.0% | -10.3% |
| 6M | -19.3% | +18.5% | -37.8% | -19.2% |
| YTD | -10.6% | -16.3% | +5.7% | -11.8% |
| 1Y | +0.5% | -29.7% | +30.2% | -5.5% |
| All | +0.5% | -29.1% | +29.6% | -5.5% |
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 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