+373.4%
AMD vs OWL
-8.9%
+382.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +13.1% | -2.1% | +15.3% | +14.9% |
| 30D | -7.0% | +11.6% | -18.5% | -11.4% |
| 3M | +16.6% | -13.8% | +30.4% | +23.7% |
| 6M | +20.5% | +7.8% | +12.7% | +13.9% |
| YTD | +158.2% | -25.8% | +184.0% | +192.0% |
| 1Y | +132.8% | -26.5% | +159.3% | +163.7% |
| All | +373.4% | -8.9% | +382.3% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling