+23.6%
OWL vs AVTR
-43.0%
+66.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +13.4% | -1.0% | +14.5% | +13.6% |
| 3M | -21.2% | +12.2% | -33.4% | -24.3% |
| 6M | +4.0% | +97.5% | -93.4% | -18.0% |
| YTD | -29.0% | +35.6% | -64.6% | -37.0% |
| 1Y | -28.4% | +32.8% | -61.2% | -36.3% |
| 3Y | -14.5% | -16.5% | +2.0% | -17.0% |
| 5Y | -21.5% | -59.1% | +37.7% | -3.7% |
| All | +23.6% | -43.0% | +66.6% | +46.2% |
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