-11.5%
OWL vs ATI
+1,086.3%
-1,097.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -6.4% | +2.4% | -8.8% | -7.1% |
| 30D | -5.0% | -9.5% | +4.5% | -1.9% |
| 3M | +15.4% | +10.4% | +5.0% | +10.7% |
| 6M | +15.5% | +31.8% | -16.3% | +3.2% |
| YTD | -22.7% | +80.0% | -102.6% | -38.8% |
| 1Y | -34.1% | +175.8% | -209.9% | -56.1% |
| 3Y | +5.1% | +364.2% | -359.2% | -45.8% |
| 5Y | -11.5% | +1,076.9% | -1,088.3% | -64.9% |
| All | -11.5% | +1,086.3% | -1,097.8% | -64.9% |
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