+45.7%
OWL vs ABCL
-79.9%
+125.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -2.2% | +0.7% | -3.0% | -2.3% |
| 30D | +3.7% | +93.1% | -89.4% | -7.9% |
| 3M | +17.5% | +79.4% | -61.9% | +4.7% |
| 6M | +18.5% | +214.9% | -196.3% | -4.2% |
| YTD | -16.3% | +234.2% | -250.5% | -33.6% |
| 1Y | -29.7% | +174.8% | -204.5% | -43.3% |
| 3Y | +14.2% | +104.5% | -90.3% | -9.1% |
| 5Y | +2.5% | -39.0% | +41.5% | -11.1% |
| All | +45.7% | -79.9% | +125.6% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling