+39.1%
OWL vs AFL
+188.8%
-149.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.5% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -3.7% | -7.1% | +3.5% | +0.3% |
| 3M | +21.4% | +0.4% | +21.0% | +20.3% |
| 6M | +18.3% | +4.5% | +13.8% | +14.0% |
| YTD | -20.1% | +6.1% | -26.2% | -24.0% |
| 1Y | -32.8% | +10.6% | -43.3% | -37.9% |
| 3Y | +8.6% | +64.0% | -55.5% | -24.2% |
| 5Y | -4.5% | +133.7% | -138.2% | -47.1% |
| All | +39.1% | +188.8% | -149.7% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling