-26.6%
OWL vs ABCL
+138.2%
-164.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +10.1% | -10.0% | +20.1% | +11.4% |
| 30D | +18.7% | -10.9% | +29.6% | +20.1% |
| 3M | -6.2% | +101.6% | -107.8% | -17.9% |
| 6M | +9.8% | +167.5% | -157.8% | -11.7% |
| YTD | -24.2% | +259.1% | -283.2% | -43.1% |
| 1Y | -26.6% | +152.2% | -178.7% | -43.7% |
| All | -26.6% | +138.2% | -164.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling