+39.1%
OWL vs AVAV
+76.3%
-37.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -5.0% |
| 7D | -3.9% | +3.2% | -7.1% | -4.5% |
| 30D | -3.7% | -20.3% | +16.7% | -0.1% |
| 3M | +21.4% | -19.4% | +40.8% | +24.6% |
| 6M | +18.3% | -35.3% | +53.6% | +24.8% |
| YTD | -20.1% | -38.5% | +18.4% | -16.3% |
| 1Y | -32.8% | -37.2% | +4.4% | -30.5% |
| 3Y | +8.6% | +31.1% | -22.5% | -6.4% |
| 5Y | -4.5% | +41.0% | -45.5% | -23.4% |
| All | +39.1% | +76.3% | -37.2% | +15.0% |
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