+28.5%
OWL vs ABCL
-78.0%
+106.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +4.8% |
| 7D | -2.4% | +12.4% | -14.8% | -4.1% |
| 30D | +9.3% | -0.4% | +9.6% | +8.8% |
| 3M | -11.0% | +80.4% | -91.3% | -20.5% |
| 6M | +2.4% | +138.5% | -136.1% | -13.9% |
| YTD | -26.2% | +265.5% | -291.7% | -42.7% |
| 1Y | -27.4% | +219.7% | -247.1% | -42.6% |
| 3Y | -8.7% | +209.4% | -218.1% | -32.3% |
| 5Y | -19.3% | -15.0% | -4.3% | -32.0% |
| All | +28.5% | -78.0% | +106.6% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling