-26.6%
OWL vs AVTR
+37.4%
-64.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +10.1% | -6.2% | +16.4% | +11.7% |
| 30D | +18.7% | -1.0% | +19.7% | +18.7% |
| 3M | -6.2% | +14.4% | -20.6% | -9.8% |
| 6M | +9.8% | +95.9% | -86.1% | -13.8% |
| YTD | -24.2% | +36.6% | -60.7% | -33.4% |
| 1Y | -26.6% | +35.1% | -61.7% | -33.8% |
| All | -26.6% | +37.4% | -64.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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