-14.5%
OWL vs AVAV
-3.9%
-10.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +1.5% | +4.2% | -2.7% | +0.9% |
| 30D | +13.4% | -2.6% | +16.0% | +13.6% |
| 3M | -21.2% | -38.0% | +16.7% | -15.8% |
| 6M | +4.0% | -27.0% | +31.0% | +7.3% |
| YTD | -29.0% | -51.4% | +22.4% | -23.6% |
| 1Y | -28.4% | -60.2% | +31.8% | -20.7% |
| 3Y | -14.5% | -6.7% | -7.9% | -20.9% |
| All | -14.5% | -3.9% | -10.7% | -20.9% |
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