-26.6%
OWL vs AZO
-7.5%
-19.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.5% |
| 7D | +10.1% | +5.3% | +4.8% | +9.4% |
| 30D | +18.7% | +18.4% | +0.3% | +16.7% |
| 3M | -6.2% | +9.8% | -16.0% | -7.2% |
| 6M | +9.8% | -4.5% | +14.3% | +10.5% |
| YTD | -24.2% | -1.9% | -22.2% | -21.2% |
| 1Y | -26.6% | -9.5% | -17.0% | -25.8% |
| All | -26.6% | -7.5% | -19.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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