-21.1%
ACHR vs OWL
+3.8%
-24.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -3.4% |
| 7D | -2.7% | -6.4% | +3.7% | +1.9% |
| 30D | -12.1% | -5.0% | -7.1% | -8.5% |
| 3M | +3.4% | +15.4% | -12.0% | -6.2% |
| 6M | -15.6% | +15.5% | -31.1% | -25.0% |
| YTD | -26.9% | -22.7% | -4.2% | -12.6% |
| 1Y | -34.8% | -34.1% | -0.7% | -12.8% |
| All | -21.1% | +3.8% | -24.9% | -19.9% |
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