+206.2%
ABBV vs OWL
+38.2%
+168.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | +4.2% | +3.7% | +0.5% | +4.0% |
| 3M | +14.8% | +17.5% | -2.7% | +14.1% |
| 6M | +10.3% | +18.5% | -8.3% | +9.4% |
| YTD | +14.9% | -16.3% | +31.2% | +15.2% |
| 1Y | +24.1% | -29.7% | +53.9% | +25.3% |
| 3Y | +91.9% | +14.2% | +77.8% | +89.6% |
| 5Y | +176.0% | +2.5% | +173.6% | +169.9% |
| All | +206.2% | +38.2% | +168.0% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling