+39.1%
OWL vs ACGL
+195.2%
-156.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.6% |
| 7D | -3.9% | -2.9% | -1.0% | -2.9% |
| 30D | -3.7% | -2.8% | -0.9% | -2.7% |
| 3M | +21.4% | +6.8% | +14.6% | +18.0% |
| 6M | +18.3% | -1.5% | +19.9% | +18.3% |
| YTD | -20.1% | -0.2% | -19.9% | -20.9% |
| 1Y | -32.8% | +5.3% | -38.1% | -35.0% |
| 3Y | +8.6% | +30.3% | -21.7% | -5.3% |
| 5Y | -4.5% | +151.8% | -156.3% | -35.0% |
| All | +39.1% | +195.2% | -156.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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