+21.7%
OWL vs ACGL
+230.8%
-209.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | -4.9% | +0.9% | -5.8% | -5.2% |
| 30D | +7.8% | +13.7% | -5.9% | +3.0% |
| 3M | -12.7% | +8.0% | -20.7% | -15.1% |
| 6M | -2.8% | +13.3% | -16.1% | -7.6% |
| YTD | -30.1% | +11.8% | -41.9% | -33.5% |
| 1Y | -29.1% | +22.2% | -51.3% | -34.9% |
| 3Y | -12.3% | +32.5% | -44.8% | -23.1% |
| 5Y | -27.5% | +160.2% | -187.7% | -52.5% |
| All | +21.7% | +230.8% | -209.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling