+88.9%
AMD vs OWL
-32.4%
+121.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.2% |
| 7D | -11.0% | -4.9% | -6.1% | -9.6% |
| 30D | -30.5% | +7.8% | -38.3% | -31.4% |
| 3M | -8.2% | -12.7% | +4.4% | -5.4% |
| 6M | +6.6% | -2.8% | +9.4% | +5.9% |
| YTD | +109.7% | -30.1% | +139.7% | +125.0% |
| 1Y | +88.9% | -29.1% | +118.0% | +102.6% |
| All | +88.9% | -32.4% | +121.3% | +102.6% |
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 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