+29.3%
OWL vs AG
+88.6%
-59.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.3% |
| 7D | -11.9% | -5.8% | -6.1% | -11.2% |
| 30D | -13.7% | +6.4% | -20.1% | -14.6% |
| 3M | +12.3% | +28.4% | -16.1% | +8.2% |
| 6M | +15.0% | -24.5% | +39.5% | +17.6% |
| YTD | -25.7% | +21.2% | -46.9% | -29.7% |
| 1Y | -39.5% | +114.1% | -153.6% | -47.8% |
| 3Y | +0.9% | +268.0% | -267.1% | -23.1% |
| 5Y | -16.5% | +67.3% | -83.9% | -32.4% |
| All | +29.3% | +88.6% | -59.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling