+29.4%
OWL vs ACM
+53.2%
-23.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | +1.1% | +6.6% | -5.5% | -2.6% |
| 30D | +10.0% | +19.8% | -9.7% | -1.0% |
| 3M | -8.7% | -3.1% | -5.5% | -7.9% |
| 6M | +3.1% | -11.5% | +14.7% | +9.0% |
| YTD | -25.6% | -24.7% | -1.0% | -13.8% |
| 1Y | -25.5% | -45.1% | +19.6% | +6.4% |
| 3Y | -9.4% | -8.9% | -0.5% | -10.0% |
| 5Y | -18.2% | +5.4% | -23.6% | -24.8% |
| All | +29.4% | +53.2% | -23.7% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling