+6.1%
AMT vs OWL
+17.3%
-11.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +6.8% | +13.4% | -6.6% | +5.3% |
| 3M | +11.2% | -21.2% | +32.4% | +13.7% |
| 6M | +12.5% | +4.0% | +8.5% | +11.5% |
| YTD | +12.5% | -29.0% | +41.5% | +15.9% |
| 1Y | +10.1% | -28.4% | +38.5% | +13.2% |
| 3Y | +16.0% | -14.5% | +30.6% | +8.4% |
| 5Y | -17.2% | -21.5% | +4.3% | -26.5% |
| All | +6.1% | +17.3% | -11.1% | -7.4% |
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