+23.6%
OWL vs AG
+31.0%
-7.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.6% |
| 7D | +0.8% | -6.0% | +6.9% | +1.6% |
| 30D | +7.3% | -14.3% | +21.7% | +9.4% |
| 3M | -16.8% | -26.9% | +10.1% | -13.8% |
| 6M | +4.0% | -42.1% | +46.1% | +10.4% |
| YTD | -29.0% | -15.9% | -13.1% | -29.7% |
| 1Y | -29.7% | +11.5% | -41.2% | -33.3% |
| 3Y | -13.5% | +208.0% | -221.5% | -32.6% |
| 5Y | -21.5% | +2.4% | -23.9% | -33.0% |
| All | +23.6% | +31.0% | -7.4% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling