+29.3%
OWL vs AVTR
-45.4%
+74.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.9% | -2.0% | -9.9% | -11.4% |
| 30D | -13.7% | +8.1% | -21.8% | -15.8% |
| 3M | +12.3% | +54.2% | -41.9% | -3.4% |
| 6M | +15.0% | +82.6% | -67.6% | -6.8% |
| YTD | -25.7% | +29.8% | -55.6% | -33.0% |
| 1Y | -39.5% | +18.0% | -57.5% | -45.4% |
| 3Y | +0.9% | -26.4% | +27.4% | +3.0% |
| 5Y | -16.5% | -64.8% | +48.3% | +5.2% |
| All | +29.3% | -45.4% | +74.7% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling