+45.7%
OWL vs AVTR
-45.1%
+90.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.3% |
| 7D | -2.2% | +2.7% | -4.9% | -3.0% |
| 30D | +3.7% | +12.1% | -8.4% | +0.1% |
| 3M | +17.5% | +57.2% | -39.7% | +0.4% |
| 6M | +18.5% | +73.1% | -54.5% | -2.2% |
| YTD | -16.3% | +30.6% | -47.0% | -24.7% |
| 1Y | -29.7% | +13.5% | -43.2% | -35.7% |
| 3Y | +14.2% | -31.0% | +45.2% | +19.9% |
| 5Y | +2.5% | -63.2% | +65.7% | +28.4% |
| All | +45.7% | -45.1% | +90.7% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling