+5.4%
AMT vs OWL
+22.6%
-17.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.4% | -2.1% | -0.2% | -2.2% |
| 30D | +4.2% | +11.6% | -7.4% | +2.9% |
| 3M | +13.4% | -13.8% | +27.2% | +14.9% |
| 6M | +9.4% | +7.8% | +1.5% | +8.1% |
| YTD | +11.7% | -25.8% | +37.5% | +14.5% |
| 1Y | +7.1% | -26.5% | +33.6% | +9.8% |
| 3Y | +15.1% | -9.6% | +24.7% | +6.7% |
| 5Y | -17.9% | -20.8% | +3.0% | -27.4% |
| All | +5.4% | +22.6% | -17.2% | -8.5% |
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 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