+23.6%
OWL vs AA
+80.3%
-56.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +13.4% | -0.6% | +14.0% | +13.5% |
| 3M | -21.2% | -19.7% | -1.6% | -17.5% |
| 6M | +4.0% | -41.6% | +45.6% | +16.1% |
| YTD | -29.0% | -24.6% | -4.4% | -26.6% |
| 1Y | -28.4% | +4.9% | -33.3% | -31.9% |
| 3Y | -14.5% | +66.8% | -81.4% | -30.4% |
| 5Y | -21.5% | -19.4% | -2.0% | -27.4% |
| All | +23.6% | +80.3% | -56.7% | +9.8% |
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