+6.4%
ABT vs OWL
+24.2%
-17.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -5.9% | -10.1% | +4.2% | -4.8% |
| 30D | -8.1% | -11.9% | +3.8% | -6.9% |
| 3M | +14.5% | +10.7% | +3.8% | +13.0% |
| 6M | -6.3% | +22.1% | -28.4% | -8.8% |
| YTD | -17.1% | -24.8% | +7.7% | -15.1% |
| 1Y | -21.4% | -39.2% | +17.8% | -17.7% |
| 3Y | +5.9% | +1.7% | +4.2% | -0.4% |
| 5Y | -12.8% | -15.5% | +2.7% | -19.7% |
| All | +6.4% | +24.2% | -17.8% | -4.3% |
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