+29.3%
OWL vs AWK
+4.9%
+24.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -11.9% | -0.7% | -11.2% | -11.8% |
| 30D | -13.7% | +2.8% | -16.5% | -14.0% |
| 3M | +12.3% | +11.3% | +0.9% | +10.7% |
| 6M | +15.0% | +6.7% | +8.3% | +13.8% |
| YTD | -25.7% | +9.4% | -35.1% | -26.9% |
| 1Y | -39.5% | +3.7% | -43.2% | -40.0% |
| 3Y | +0.9% | +9.2% | -8.3% | -4.1% |
| 5Y | -16.5% | -15.7% | -0.8% | -17.9% |
| All | +29.3% | +4.9% | +24.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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