-14.5%
OWL vs ACGL
+33.8%
-48.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.5% | +2.2% | -0.6% | +0.9% |
| 30D | +13.4% | +12.3% | +1.1% | +10.1% |
| 3M | -21.2% | +11.8% | -33.1% | -23.5% |
| 6M | +4.0% | +17.5% | -13.4% | -0.7% |
| YTD | -29.0% | +14.3% | -43.3% | -32.0% |
| 1Y | -28.4% | +18.2% | -46.6% | -32.2% |
| 3Y | -14.5% | +33.2% | -47.7% | -16.3% |
| All | -14.5% | +33.8% | -48.3% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling