+86.7%
ABBV vs OWL
+3.8%
+82.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | -4.1% | -6.4% | +2.2% | -3.9% |
| 30D | +1.2% | -5.0% | +6.2% | +1.3% |
| 3M | +12.1% | +15.4% | -3.3% | +11.5% |
| 6M | +12.0% | +15.5% | -3.5% | +11.1% |
| YTD | +12.4% | -22.7% | +35.1% | +13.1% |
| 1Y | +22.9% | -34.1% | +57.0% | +24.7% |
| All | +86.7% | +3.8% | +82.9% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling