+207.9%
ADI vs OWL
+17.3%
+190.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | +1.5% | +7.9% | +9.0% |
| 30D | -1.4% | +13.4% | -14.8% | -5.4% |
| 3M | +4.7% | -21.2% | +26.0% | +12.3% |
| 6M | -7.4% | +4.0% | -11.4% | -10.1% |
| YTD | +48.1% | -29.0% | +77.1% | +61.5% |
| 1Y | +69.6% | -28.4% | +98.1% | +84.1% |
| 3Y | +144.4% | -14.5% | +158.9% | +146.6% |
| 5Y | +134.1% | -21.5% | +155.6% | +123.2% |
| All | +207.9% | +17.3% | +190.6% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling