-20.6%
AMT vs OWL
-23.9%
+3.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.6% |
| 7D | +0.4% | -2.4% | +2.7% | +0.6% |
| 30D | +3.7% | +9.3% | -5.6% | +2.4% |
| 3M | +10.7% | -11.0% | +21.7% | +11.9% |
| 6M | +9.3% | +2.4% | +6.8% | +8.4% |
| YTD | +10.9% | -26.2% | +37.1% | +14.4% |
| 1Y | +10.5% | -27.4% | +38.0% | +14.1% |
| 3Y | +15.5% | -8.7% | +24.2% | +2.7% |
| 5Y | -20.6% | -19.3% | -1.3% | -30.9% |
| All | -20.6% | -23.9% | +3.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling