+29.3%
OWL vs ATI
+1,069.2%
-1,039.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.9% |
| 7D | -11.9% | -2.7% | -9.2% | -11.2% |
| 30D | -13.7% | -13.5% | -0.2% | -10.0% |
| 3M | +12.3% | +8.5% | +3.7% | +8.9% |
| 6M | +15.0% | +25.2% | -10.2% | +6.0% |
| YTD | -25.7% | +73.4% | -99.1% | -38.7% |
| 1Y | -39.5% | +160.5% | -200.0% | -56.6% |
| 3Y | +0.9% | +347.3% | -346.4% | -41.3% |
| 5Y | -16.5% | +1,049.0% | -1,065.5% | -59.7% |
| All | +29.3% | +1,069.2% | -1,039.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling