+29.3%
OWL vs AA
+118.6%
-89.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.8% | -2.9% |
| 7D | -11.9% | -5.4% | -6.5% | -10.8% |
| 30D | -13.7% | -10.7% | -3.0% | -11.7% |
| 3M | +12.3% | -26.2% | +38.4% | +19.6% |
| 6M | +15.0% | -20.9% | +36.0% | +18.6% |
| YTD | -25.7% | -8.6% | -17.1% | -26.4% |
| 1Y | -39.5% | +57.4% | -96.9% | -48.1% |
| 3Y | +0.9% | +77.8% | -76.9% | -19.4% |
| 5Y | -16.5% | +2.7% | -19.2% | -26.6% |
| All | +29.3% | +118.6% | -89.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling