+294.0%
AMAT vs OWL
+15.5%
+278.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -14.7% | -4.9% | -9.8% | -12.9% |
| 30D | -36.1% | +7.8% | -43.9% | -38.1% |
| 3M | -36.9% | -12.7% | -24.2% | -34.1% |
| 6M | -22.2% | -2.8% | -19.4% | -22.7% |
| YTD | +29.9% | -30.1% | +60.0% | +45.8% |
| 1Y | +43.3% | -29.1% | +72.3% | +59.2% |
| 3Y | +142.7% | -12.3% | +154.9% | +140.9% |
| 5Y | +126.2% | -27.5% | +153.8% | +114.7% |
| All | +294.0% | +15.5% | +278.5% | +265.6% |
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