-30.5%
ACHR vs OWL
-21.6%
-8.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -9.2% | +1.5% | -10.8% | -9.9% |
| 30D | -1.0% | +13.4% | -14.4% | -10.1% |
| 3M | -42.2% | -21.2% | -20.9% | -31.8% |
| 6M | -38.2% | +4.0% | -42.2% | -40.5% |
| YTD | -46.4% | -29.0% | -17.4% | -32.9% |
| 1Y | -49.4% | -28.4% | -20.9% | -36.9% |
| 3Y | -22.5% | -14.5% | -8.0% | -16.2% |
| All | -30.5% | -21.6% | -8.9% | -31.6% |
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