-16.9%
OWL vs AGI
+400.3%
-417.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -10.1% | -2.7% | -7.4% | -9.7% |
| 30D | -11.9% | +7.2% | -19.2% | -13.0% |
| 3M | +10.7% | +4.3% | +6.5% | +9.6% |
| 6M | +22.1% | -27.1% | +49.2% | +26.9% |
| YTD | -24.8% | -6.6% | -18.2% | -25.8% |
| 1Y | -39.2% | +9.5% | -48.7% | -42.2% |
| 3Y | +1.7% | +208.4% | -206.7% | -25.3% |
| All | -16.9% | +400.3% | -417.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling