+29.2%
OWL vs ABCL
-79.0%
+108.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | -2.1% | -2.7% | +0.5% | -1.8% |
| 30D | +11.6% | -5.4% | +17.0% | +11.9% |
| 3M | -13.8% | +22.4% | -36.2% | -17.5% |
| 6M | +7.8% | +127.6% | -119.8% | -8.7% |
| YTD | -25.8% | +249.4% | -275.2% | -42.0% |
| 1Y | -26.5% | +198.0% | -224.5% | -41.2% |
| 3Y | -9.6% | +195.8% | -205.4% | -32.6% |
| 5Y | -20.8% | -20.6% | -0.2% | -32.7% |
| All | +29.2% | -79.0% | +108.2% | +13.0% |
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