+357.3%
AMD vs OWL
-12.9%
+370.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | +1.5% | +17.4% | +18.1% |
| 30D | -6.4% | +13.4% | -19.9% | -11.8% |
| 3M | +10.6% | -21.2% | +31.8% | +22.2% |
| 6M | +19.9% | +4.0% | +15.9% | +14.9% |
| YTD | +149.4% | -29.0% | +178.4% | +187.1% |
| 1Y | +115.4% | -28.4% | +143.8% | +145.9% |
| 3Y | +357.3% | -14.5% | +371.8% | +361.1% |
| All | +357.3% | -12.9% | +370.1% | +361.1% |
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