+265.1%
AMKR vs OWL
+32.0%
+233.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +8.3% |
| 7D | +11.1% | -3.9% | +15.1% | +13.0% |
| 30D | -8.1% | -3.7% | -4.4% | -7.0% |
| 3M | -25.6% | +21.4% | -47.0% | -32.8% |
| 6M | +22.5% | +18.3% | +4.1% | +10.0% |
| YTD | +29.1% | -20.1% | +49.2% | +40.4% |
| 1Y | +105.7% | -32.8% | +138.5% | +141.5% |
| 3Y | +133.2% | +8.6% | +124.7% | +122.1% |
| 5Y | +98.5% | -4.5% | +103.0% | +86.3% |
| All | +265.1% | +32.0% | +233.1% | +219.5% |
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