-3.9%
AMT vs OWL
+27.7%
-31.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +1.5% | -6.4% | +7.8% | +2.1% |
| 30D | +3.7% | -5.0% | +8.7% | +4.2% |
| 3M | -7.2% | +15.4% | -22.6% | -8.8% |
| 6M | -4.2% | +15.5% | -19.6% | -6.1% |
| YTD | +1.9% | -22.7% | +24.6% | +4.2% |
| 1Y | -6.4% | -34.1% | +27.7% | -2.8% |
| 3Y | +7.7% | +5.1% | +2.7% | -2.8% |
| 5Y | -30.9% | -11.5% | -19.4% | -39.2% |
| All | -3.9% | +27.7% | -31.6% | -16.8% |
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