-28.2%
OWL vs ABCL
-21.8%
-6.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.9% |
| 7D | -4.9% | -3.2% | -1.8% | -4.7% |
| 30D | +7.8% | -7.4% | +15.2% | +8.5% |
| 3M | -12.7% | +81.9% | -94.6% | -24.3% |
| 6M | -2.8% | +135.7% | -138.5% | -21.6% |
| YTD | -30.1% | +247.4% | -277.4% | -48.6% |
| 1Y | -29.1% | +162.3% | -191.3% | -45.2% |
| 3Y | -12.3% | +165.5% | -177.7% | -38.2% |
| All | -28.2% | -21.8% | -6.4% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling