-32.3%
AMT vs OWL
+0.8%
-33.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +4.6% | +3.7% | +0.9% | +4.1% |
| 3M | -8.4% | +17.5% | -26.0% | -10.4% |
| 6M | -6.0% | +18.5% | -24.6% | -8.4% |
| YTD | +2.1% | -16.3% | +18.5% | +3.9% |
| 1Y | -6.4% | -29.7% | +23.3% | -2.8% |
| 3Y | +8.1% | +14.2% | -6.1% | -7.4% |
| All | -32.3% | +0.8% | -33.1% | -43.0% |
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