+20.7%
ABT vs OWL
-12.9%
+33.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.4% |
| 30D | +6.0% | +13.4% | -7.4% | +5.5% |
| 3M | -1.9% | -21.2% | +19.4% | -1.0% |
| 6M | +31.2% | +4.0% | +27.2% | +30.9% |
| YTD | -11.2% | -29.0% | +17.8% | -10.5% |
| 1Y | -14.0% | -28.4% | +14.5% | -13.3% |
| 3Y | +20.7% | -14.5% | +35.2% | +21.0% |
| All | +20.7% | -12.9% | +33.5% | +21.0% |
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