+272.4%
AMKR vs OWL
+24.2%
+248.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.9% |
| 7D | +8.3% | -10.1% | +18.4% | +13.6% |
| 30D | -6.8% | -11.9% | +5.2% | -1.6% |
| 3M | -31.9% | +10.7% | -42.7% | -35.9% |
| 6M | +18.4% | +22.1% | -3.8% | +4.6% |
| YTD | +31.7% | -24.8% | +56.5% | +47.3% |
| 1Y | +105.2% | -39.2% | +144.4% | +152.9% |
| 3Y | +147.7% | +1.7% | +146.0% | +143.1% |
| 5Y | +99.4% | -15.5% | +114.8% | +93.1% |
| All | +272.4% | +24.2% | +248.2% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling