-16.9%
OWL vs AJG
+74.4%
-91.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.7% |
| 7D | -10.1% | -8.3% | -1.9% | -7.0% |
| 30D | -11.9% | -5.7% | -6.3% | -10.0% |
| 3M | +10.7% | +9.1% | +1.6% | +5.6% |
| 6M | +22.1% | +15.2% | +6.9% | +13.2% |
| YTD | -24.8% | -6.3% | -18.5% | -23.8% |
| 1Y | -39.2% | -19.1% | -20.1% | -33.7% |
| 3Y | +1.7% | +8.2% | -6.5% | -10.6% |
| All | -16.9% | +74.4% | -91.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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