+0.5%
OWL vs AFL
+62.4%
-61.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -11.9% | -3.3% | -8.6% | -10.8% |
| 30D | -13.7% | -5.0% | -8.7% | -12.2% |
| 3M | +12.3% | -1.8% | +14.0% | +12.4% |
| 6M | +15.0% | +4.8% | +10.2% | +11.7% |
| YTD | -25.7% | +5.4% | -31.2% | -28.2% |
| 1Y | -39.5% | +9.0% | -48.5% | -42.5% |
| All | +0.5% | +62.4% | -61.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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 · 6 months rolling