+254.4%
ABBV vs OWL
+17.3%
+237.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | +1.5% | -0.3% | +1.2% |
| 30D | +4.7% | +13.4% | -8.7% | +4.3% |
| 3M | +18.3% | -21.2% | +39.6% | +19.2% |
| 6M | +43.4% | +4.0% | +39.4% | +43.0% |
| YTD | +33.0% | -29.0% | +62.0% | +34.1% |
| 1Y | +30.8% | -28.4% | +59.2% | +31.8% |
| 3Y | +135.1% | -14.5% | +149.7% | +134.4% |
| 5Y | +201.2% | -21.5% | +222.7% | +197.4% |
| All | +254.4% | +17.3% | +237.1% | +240.0% |
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