+21.7%
OWL vs AVAV
+33.6%
-11.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -2.4% |
| 7D | -4.9% | -10.6% | +5.6% | -3.4% |
| 30D | +7.8% | -18.8% | +26.6% | +11.3% |
| 3M | -12.7% | -34.1% | +21.4% | -7.0% |
| 6M | -2.8% | -35.3% | +32.5% | +2.5% |
| YTD | -30.1% | -53.4% | +23.3% | -23.7% |
| 1Y | -29.1% | -65.6% | +36.6% | -18.7% |
| 3Y | -12.3% | -5.1% | -7.2% | -20.4% |
| 5Y | -27.5% | +18.5% | -46.1% | -39.5% |
| All | +21.7% | +33.6% | -11.9% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling