-11.6%
ABT vs OWL
-15.5%
+4.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.3% |
| 7D | -5.0% | -11.9% | +6.9% | -3.6% |
| 30D | -5.8% | -13.7% | +7.9% | -4.2% |
| 3M | +16.7% | +12.3% | +4.5% | +14.8% |
| 6M | -5.2% | +15.0% | -20.3% | -7.5% |
| YTD | -16.0% | -25.7% | +9.8% | -13.4% |
| 1Y | -18.3% | -39.5% | +21.2% | -13.7% |
| 3Y | +9.2% | +0.9% | +8.3% | +0.1% |
| 5Y | -11.6% | -16.5% | +5.0% | -21.4% |
| All | -11.6% | -15.5% | +4.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling