+45.7%
OWL vs AA
+126.2%
-80.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.3% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | +3.7% | +5.0% | -1.3% | +2.3% |
| 3M | +17.5% | -35.8% | +53.3% | +29.1% |
| 6M | +18.5% | -18.4% | +36.9% | +21.4% |
| YTD | -16.3% | -5.5% | -10.9% | -17.7% |
| 1Y | -29.7% | +61.0% | -90.7% | -40.0% |
| 3Y | +14.2% | +66.2% | -52.1% | -7.4% |
| 5Y | +2.5% | +11.4% | -8.9% | -10.8% |
| All | +45.7% | +126.2% | -80.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling