+34.6%
OWL vs AGI
+330.8%
-296.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | -6.4% | +2.2% | -8.6% | -6.6% |
| 30D | -5.0% | +11.3% | -16.3% | -6.4% |
| 3M | +15.4% | +5.6% | +9.8% | +14.2% |
| 6M | +15.5% | -27.7% | +43.2% | +19.2% |
| YTD | -22.7% | -4.1% | -18.6% | -23.7% |
| 1Y | -34.1% | +13.8% | -47.8% | -36.9% |
| 3Y | +5.1% | +217.0% | -212.0% | -16.5% |
| 5Y | -11.5% | +404.3% | -415.8% | -34.9% |
| All | +34.6% | +330.8% | -296.2% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling