-42.7%
ACHR vs OWL
+45.4%
-88.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -0.7% | -2.2% | +1.6% | +0.7% |
| 30D | +9.8% | +3.7% | +6.1% | +7.9% |
| 3M | -10.5% | +17.5% | -28.0% | -18.4% |
| 6M | -15.5% | +18.5% | -34.1% | -24.7% |
| YTD | -24.1% | -16.3% | -7.7% | -16.6% |
| 1Y | -32.4% | -29.7% | -2.7% | -17.9% |
| 3Y | -11.6% | +14.2% | -25.8% | -15.5% |
| 5Y | -42.9% | +2.5% | -45.4% | -46.3% |
| All | -42.7% | +45.4% | -88.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling