+39.1%
OWL vs ABCL
-79.9%
+119.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -3.9% | +1.4% | -5.4% | -4.1% |
| 30D | -3.7% | +65.1% | -68.7% | -12.1% |
| 3M | +21.4% | +111.1% | -89.7% | +5.3% |
| 6M | +18.3% | +231.6% | -213.2% | -5.1% |
| YTD | -20.1% | +234.5% | -254.6% | -36.6% |
| 1Y | -32.8% | +174.3% | -207.1% | -45.7% |
| 3Y | +8.6% | +111.5% | -102.9% | -14.1% |
| 5Y | -4.5% | -37.3% | +32.8% | -17.2% |
| All | +39.1% | -79.9% | +119.0% | +23.7% |
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 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