+180.2%
ADI vs OWL
+38.2%
+142.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +0.4% | -2.2% | +2.7% | +1.1% |
| 30D | -3.8% | +3.7% | -7.5% | -5.2% |
| 3M | -15.3% | +17.5% | -32.8% | -20.0% |
| 6M | +6.7% | +18.5% | -11.9% | -0.9% |
| YTD | +34.8% | -16.3% | +51.1% | +40.2% |
| 1Y | +49.0% | -29.7% | +78.8% | +63.4% |
| 3Y | +108.1% | +14.2% | +93.9% | +92.1% |
| 5Y | +142.4% | +2.5% | +139.9% | +119.0% |
| All | +180.2% | +38.2% | +142.0% | +140.5% |
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