-20.7%
OWL vs ATI
+947.1%
-967.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +10.0% | -4.8% | +14.8% | +11.3% |
| 3M | -8.7% | -19.9% | +11.3% | -2.2% |
| 6M | +3.1% | +15.4% | -12.2% | -3.5% |
| YTD | -25.6% | +59.2% | -84.9% | -39.4% |
| 1Y | -25.5% | +86.3% | -111.8% | -42.9% |
| 3Y | -9.4% | +318.2% | -327.6% | -52.6% |
| All | -20.7% | +947.1% | -967.8% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling