+204.4%
ABBV vs OWL
+22.7%
+181.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +1.8% |
| 7D | -2.0% | -11.9% | +9.9% | -1.6% |
| 30D | +2.0% | -13.7% | +15.7% | +2.4% |
| 3M | +14.2% | +12.3% | +1.9% | +13.6% |
| 6M | +14.1% | +15.0% | -0.9% | +13.2% |
| YTD | +14.2% | -25.7% | +40.0% | +15.0% |
| 1Y | +24.2% | -39.5% | +63.7% | +26.1% |
| 3Y | +89.8% | +0.9% | +88.9% | +88.2% |
| 5Y | +187.2% | -16.5% | +203.7% | +182.8% |
| All | +204.4% | +22.7% | +181.8% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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