+45.7%
OWL vs ATI
+1,137.7%
-1,092.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.7% |
| 7D | -2.2% | -0.1% | -2.2% | -2.3% |
| 30D | +3.7% | +2.7% | +1.0% | +2.5% |
| 3M | +17.5% | +16.3% | +1.2% | +11.6% |
| 6M | +18.5% | +30.2% | -11.6% | +7.8% |
| YTD | -16.3% | +83.6% | -99.9% | -32.1% |
| 1Y | -29.7% | +173.0% | -202.7% | -50.3% |
| 3Y | +14.2% | +356.6% | -342.5% | -34.1% |
| 5Y | +2.5% | +1,074.2% | -1,071.7% | -51.3% |
| All | +45.7% | +1,137.7% | -1,092.0% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling