+15.6%
OWL vs AVAV
+24.2%
-8.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | +3.7% | -13.9% | +17.6% | +6.0% |
| 3M | +17.5% | -29.2% | +46.8% | +22.5% |
| 6M | +18.5% | -36.1% | +54.7% | +24.5% |
| YTD | -16.3% | -40.2% | +23.9% | -12.3% |
| 1Y | -29.7% | -36.2% | +6.5% | -27.6% |
| All | +15.6% | +24.2% | -8.6% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling