+23.6%
OWL vs ATI
+975.7%
-952.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.1% |
| 7D | +1.5% | +4.2% | -2.6% | +0.3% |
| 30D | +13.4% | -2.5% | +16.0% | +13.7% |
| 3M | -21.2% | -19.4% | -1.8% | -16.6% |
| 6M | +4.0% | +11.1% | -7.1% | -0.6% |
| YTD | -29.0% | +59.5% | -88.5% | -40.3% |
| 1Y | -28.4% | +85.8% | -114.2% | -42.8% |
| 3Y | -14.5% | +311.9% | -326.4% | -49.3% |
| 5Y | -21.5% | +963.2% | -984.7% | -61.3% |
| All | +23.6% | +975.7% | -952.1% | -38.8% |
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