+373.8%
AMD vs OWL
+15.5%
+358.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.4% |
| 7D | -11.0% | -4.9% | -6.1% | -8.8% |
| 30D | -30.5% | +7.8% | -38.3% | -33.0% |
| 3M | -8.2% | -12.7% | +4.4% | -3.8% |
| 6M | +6.6% | -2.8% | +9.4% | +5.6% |
| YTD | +109.7% | -30.1% | +139.7% | +138.4% |
| 1Y | +88.9% | -29.1% | +118.0% | +112.4% |
| 3Y | +301.8% | -12.3% | +314.1% | +302.6% |
| 5Y | +229.4% | -27.5% | +256.9% | +210.8% |
| All | +373.8% | +15.5% | +358.3% | +339.6% |
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 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