-23.2%
OWL vs AS
+142.2%
-165.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.7% |
| 7D | -2.4% | +5.8% | -8.2% | -3.9% |
| 30D | +9.3% | +15.4% | -6.1% | +4.8% |
| 3M | -11.0% | -11.9% | +0.9% | -8.0% |
| 6M | +2.4% | -9.9% | +12.3% | +5.0% |
| YTD | -26.2% | -13.1% | -13.1% | -24.0% |
| 1Y | -27.4% | +9.9% | -37.3% | -30.4% |
| All | -23.2% | +142.2% | -165.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling