+59.3%
AMAT vs OWL
-27.8%
+87.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | -26.5% | +10.0% | -36.6% | -28.0% |
| 3M | -28.6% | -8.7% | -19.9% | -27.2% |
| 6M | -14.2% | +3.1% | -17.4% | -15.6% |
| YTD | +45.5% | -25.6% | +71.1% | +64.7% |
| 1Y | +59.3% | -25.5% | +84.8% | +83.0% |
| All | +59.3% | -27.8% | +87.1% | +83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling