+7.9%
AMT vs OWL
+9.9%
-2.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.1% |
| 7D | -0.2% | -3.9% | +3.8% | -0.2% |
| 30D | +1.8% | -3.7% | +5.5% | +1.8% |
| 3M | -6.2% | +21.4% | -27.6% | -5.7% |
| 6M | -5.0% | +18.3% | -23.3% | -4.5% |
| YTD | +2.1% | -20.1% | +22.2% | +1.5% |
| 1Y | -5.7% | -32.8% | +27.0% | -6.8% |
| 3Y | +7.9% | +8.6% | -0.6% | -10.2% |
| All | +7.9% | +9.9% | -2.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling