+438.4%
AMAT vs OWL
+38.2%
+400.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | -2.2% | +0.7% | -0.7% |
| 30D | -14.8% | +3.7% | -18.5% | -16.4% |
| 3M | -9.3% | +17.5% | -26.8% | -15.5% |
| 6M | +27.4% | +18.5% | +8.9% | +16.6% |
| YTD | +77.6% | -16.3% | +93.9% | +86.8% |
| 1Y | +188.9% | -29.7% | +218.7% | +223.2% |
| 3Y | +202.3% | +14.2% | +188.1% | +170.9% |
| 5Y | +248.9% | +2.5% | +246.4% | +207.6% |
| All | +438.4% | +38.2% | +400.2% | +368.4% |
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