+403.9%
AMD vs OWL
+38.2%
+365.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | +2.6% | -2.2% | +4.8% | +3.6% |
| 30D | -0.9% | +3.7% | -4.6% | -3.1% |
| 3M | -8.7% | +17.5% | -26.2% | -15.9% |
| 6M | +136.3% | +18.5% | +117.8% | +113.0% |
| YTD | +123.0% | -16.3% | +139.3% | +135.7% |
| 1Y | +195.2% | -29.7% | +224.9% | +236.6% |
| 3Y | +336.3% | +14.2% | +322.2% | +290.2% |
| 5Y | +334.5% | +2.5% | +332.0% | +280.5% |
| All | +403.9% | +38.2% | +365.7% | +334.7% |
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