+8.6%
OWL vs AG
+272.3%
-263.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -3.9% | +4.5% | -8.4% | -4.5% |
| 30D | -3.7% | +12.9% | -16.5% | -5.3% |
| 3M | +21.4% | +20.9% | +0.4% | +18.0% |
| 6M | +18.3% | -19.5% | +37.9% | +19.8% |
| YTD | -20.1% | +24.8% | -44.9% | -24.7% |
| 1Y | -32.8% | +120.2% | -153.0% | -42.5% |
| 3Y | +8.6% | +279.0% | -270.4% | -16.8% |
| All | +8.6% | +272.3% | -263.7% | -16.8% |
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 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