+29.3%
OWL vs AJG
+114.6%
-85.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -11.9% | -8.5% | -3.4% | -9.1% |
| 30D | -13.7% | -3.8% | -9.9% | -12.6% |
| 3M | +12.3% | +10.8% | +1.4% | +6.9% |
| 6M | +15.0% | +15.6% | -0.6% | +7.4% |
| YTD | -25.7% | -5.1% | -20.6% | -25.2% |
| 1Y | -39.5% | -16.0% | -23.5% | -35.7% |
| 3Y | +0.9% | +9.7% | -8.8% | -9.2% |
| 5Y | -16.5% | +77.8% | -94.4% | -41.0% |
| All | +29.3% | +114.6% | -85.3% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling