-21.6%
OWL vs ABCL
-26.2%
+4.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.5% | -3.3% | +4.8% | +2.2% |
| 30D | +13.4% | -7.1% | +20.6% | +14.2% |
| 3M | -21.2% | +4.7% | -26.0% | -23.2% |
| 6M | +4.0% | +140.9% | -136.9% | -16.4% |
| YTD | -29.0% | +236.0% | -265.0% | -47.4% |
| 1Y | -28.4% | +217.4% | -245.8% | -46.5% |
| 3Y | -14.5% | +188.7% | -203.2% | -41.1% |
| All | -21.6% | -26.2% | +4.7% | -33.3% |
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