+28.5%
OWL vs AVAV
+50.4%
-21.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.6% | -7.0% | +3.5% |
| 7D | -2.4% | +3.2% | -5.5% | -3.1% |
| 30D | +9.3% | -7.4% | +16.7% | +10.3% |
| 3M | -11.0% | -32.0% | +21.0% | -5.7% |
| 6M | +2.4% | -24.6% | +27.0% | +5.3% |
| YTD | -26.2% | -47.5% | +21.4% | -21.0% |
| 1Y | -27.4% | -61.5% | +34.0% | -18.4% |
| 3Y | -8.7% | +5.5% | -14.2% | -18.6% |
| 5Y | -19.3% | +35.7% | -55.1% | -34.1% |
| All | +28.5% | +50.4% | -21.9% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling