-26.6%
OWL vs AVAV
-68.0%
+41.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.3% | +11.4% | +4.3% |
| 7D | +10.1% | -10.1% | +20.2% | +11.7% |
| 30D | +18.7% | -18.7% | +37.4% | +22.2% |
| 3M | -6.2% | -33.0% | +26.8% | -0.8% |
| 6M | +9.8% | -37.2% | +47.0% | +15.4% |
| YTD | -24.2% | -53.2% | +29.0% | -19.5% |
| 1Y | -26.6% | -69.0% | +42.4% | -11.1% |
| All | -26.6% | -68.0% | +41.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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