-15.9%
ACN vs OWL
-12.9%
-3.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.8% | +1.5% | -5.4% | -4.3% |
| 30D | +16.5% | +13.4% | +3.1% | +12.8% |
| 3M | +41.5% | -21.2% | +62.7% | +49.3% |
| 6M | +60.1% | +4.0% | +56.1% | +57.4% |
| YTD | -3.9% | -29.0% | +25.0% | +3.1% |
| 1Y | +4.1% | -28.4% | +32.5% | +11.4% |
| 3Y | -15.9% | -14.5% | -1.3% | -9.7% |
| All | -15.9% | -12.9% | -3.0% | -9.7% |
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 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