-22.4%
OWL vs AHR
+357.7%
-380.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | -6.4% | -4.3% | -2.0% | -5.3% |
| 30D | -5.0% | -3.1% | -1.9% | -4.4% |
| 3M | +15.4% | +15.7% | -0.3% | +9.5% |
| 6M | +15.5% | +4.1% | +11.4% | +13.2% |
| YTD | -22.7% | +15.4% | -38.1% | -27.2% |
| 1Y | -34.1% | +28.0% | -62.0% | -40.6% |
| All | -22.4% | +357.7% | -380.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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