-44.0%
ACHR vs OWL
-15.5%
-28.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +1.9% |
| 7D | -5.4% | -11.9% | +6.5% | +3.4% |
| 30D | -19.7% | -13.7% | -6.0% | -10.7% |
| 3M | +7.9% | +12.3% | -4.3% | -0.5% |
| 6M | -13.8% | +15.0% | -28.8% | -23.6% |
| YTD | -27.5% | -25.7% | -1.8% | -11.9% |
| 1Y | -33.9% | -39.5% | +5.6% | -7.0% |
| 3Y | -20.0% | +0.9% | -20.9% | -22.9% |
| 5Y | -44.0% | -16.5% | -27.5% | -44.7% |
| All | -44.0% | -15.5% | -28.5% | -44.7% |
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