+45.7%
OWL vs ACGL
+202.5%
-156.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.1% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | +3.7% | -1.0% | +4.7% | +4.0% |
| 3M | +17.5% | +11.0% | +6.5% | +12.5% |
| 6M | +18.5% | -0.3% | +18.9% | +18.0% |
| YTD | -16.3% | +2.3% | -18.6% | -17.9% |
| 1Y | -29.7% | +6.4% | -36.1% | -32.2% |
| 3Y | +14.2% | +34.0% | -19.8% | -1.4% |
| 5Y | +2.5% | +161.6% | -159.2% | -30.9% |
| All | +45.7% | +202.5% | -156.9% | -2.7% |
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