-39.2%
OWL vs AA
+56.9%
-96.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -3.4% | -6.7% | -9.8% |
| 30D | -11.9% | -5.8% | -6.1% | -11.4% |
| 3M | +10.7% | -29.9% | +40.6% | +14.0% |
| 6M | +22.1% | -27.0% | +49.1% | +24.1% |
| YTD | -24.8% | -8.7% | -16.1% | -26.2% |
| 1Y | -39.2% | +50.6% | -89.8% | -42.9% |
| All | -39.2% | +56.9% | -96.1% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling