+278.0%
AMAT vs OWL
+16.3%
+261.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.4% | -10.8% |
| 7D | -24.3% | -5.0% | -19.3% | -22.7% |
| 30D | -39.8% | +9.0% | -48.8% | -41.9% |
| 3M | -40.2% | -12.7% | -27.4% | -37.5% |
| 6M | -22.1% | -4.0% | -18.1% | -22.2% |
| YTD | +24.7% | -29.6% | +54.2% | +39.5% |
| 1Y | +33.3% | -31.9% | +65.2% | +50.8% |
| 3Y | +133.9% | -13.1% | +147.0% | +133.0% |
| 5Y | +117.1% | -27.0% | +144.1% | +105.5% |
| All | +278.0% | +16.3% | +261.7% | +249.9% |
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