-26.6%
OWL vs ACM
-46.6%
+20.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.2% |
| 7D | +10.1% | +9.5% | +0.6% | +7.1% |
| 30D | +18.7% | +14.7% | +4.0% | +13.9% |
| 3M | -6.2% | -9.5% | +3.3% | -4.5% |
| 6M | +9.8% | -18.0% | +27.8% | +14.2% |
| YTD | -24.2% | -27.3% | +3.1% | -18.7% |
| 1Y | -26.6% | -47.0% | +20.4% | -17.1% |
| All | -26.6% | -46.6% | +20.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling