+8.6%
OWL vs ACI
-43.5%
+52.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -4.4% |
| 7D | -3.9% | -2.6% | -1.4% | -3.8% |
| 30D | -3.7% | +1.1% | -4.7% | -3.7% |
| 3M | +21.4% | -23.6% | +45.0% | +22.6% |
| 6M | +18.3% | -29.9% | +48.3% | +20.0% |
| YTD | -20.1% | -26.9% | +6.8% | -19.6% |
| 1Y | -32.8% | -34.2% | +1.5% | -31.7% |
| 3Y | +8.6% | -43.6% | +52.2% | +17.3% |
| All | +8.6% | -43.5% | +52.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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