+21.4%
OWL vs AAOX
-59.5%
+80.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.5% | +4.5% | -3.9% |
| 7D | -11.9% | +5.4% | -17.3% | -12.0% |
| 30D | -13.7% | -47.7% | +34.0% | -13.3% |
| 3M | +12.3% | -78.6% | +90.9% | +10.2% |
| All | +21.4% | -59.5% | +80.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3y: compounded portfolio wealth divided by compounded AAOX 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…
3y analysis · Full analysis span regression · Available span rolling