-10.7%
OWL vs AG
+219.6%
-230.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -1.6% |
| 30D | +11.6% | -13.1% | +24.6% | +13.3% |
| 3M | -13.8% | -22.0% | +8.2% | -11.5% |
| 6M | +7.8% | -37.3% | +45.1% | +12.7% |
| YTD | -25.8% | -11.2% | -14.6% | -27.2% |
| 1Y | -26.5% | +23.9% | -50.4% | -31.4% |
| All | -10.7% | +219.6% | -230.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling