-29.7%
OWL vs AG
+15.8%
-45.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.7% |
| 7D | +0.8% | -6.0% | +6.9% | +1.5% |
| 30D | +7.3% | -14.3% | +21.7% | +9.0% |
| 3M | -16.8% | -26.9% | +10.1% | -14.4% |
| 6M | +4.0% | -42.1% | +46.1% | +7.5% |
| YTD | -29.0% | -15.9% | -13.1% | -31.2% |
| 1Y | -29.7% | +11.5% | -41.2% | -34.8% |
| All | -29.7% | +15.8% | -45.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling