-28.4%
OWL vs ATI
+81.3%
-109.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.6% |
| 7D | +1.5% | +4.2% | -2.6% | +0.8% |
| 30D | +13.4% | -2.5% | +16.0% | +13.3% |
| 3M | -21.2% | -19.4% | -1.8% | -19.1% |
| 6M | +4.0% | +11.1% | -7.1% | +1.9% |
| YTD | -29.0% | +59.5% | -88.5% | -30.4% |
| 1Y | -28.4% | +85.8% | -114.2% | -30.1% |
| All | -28.4% | +81.3% | -109.7% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling