+45.7%
OWL vs AG
+96.3%
-50.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -2.2% | +1.0% | -3.3% | -2.4% |
| 30D | +3.7% | +19.2% | -15.5% | +1.1% |
| 3M | +17.5% | +6.2% | +11.4% | +15.9% |
| 6M | +18.5% | -26.7% | +45.2% | +21.6% |
| YTD | -16.3% | +26.1% | -42.4% | -21.2% |
| 1Y | -29.7% | +131.7% | -161.4% | -40.0% |
| 3Y | +14.2% | +255.3% | -241.2% | -12.6% |
| 5Y | +2.5% | +61.9% | -59.5% | -17.2% |
| All | +45.7% | +96.3% | -50.7% | +19.0% |
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