-26.0%
OWL vs AVAV
-62.5%
+36.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.6% | -7.0% | +3.6% |
| 7D | -2.4% | +3.2% | -5.5% | -3.1% |
| 30D | +9.3% | -7.4% | +16.7% | +10.1% |
| 3M | -11.0% | -32.0% | +21.0% | -6.4% |
| 6M | +2.4% | -24.6% | +27.0% | +4.8% |
| YTD | -26.2% | -47.5% | +21.4% | -22.8% |
| All | -26.0% | -62.5% | +36.5% | -16.5% |
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