+28.5%
OWL vs ACM
+52.3%
-23.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +2.5% |
| 7D | -2.4% | +6.9% | -9.3% | -6.1% |
| 30D | +9.3% | +19.1% | -9.8% | -1.3% |
| 3M | -11.0% | -6.9% | -4.0% | -8.0% |
| 6M | +2.4% | -12.0% | +14.5% | +8.7% |
| YTD | -26.2% | -25.1% | -1.0% | -14.1% |
| 1Y | -27.4% | -45.4% | +18.0% | +4.0% |
| 3Y | -8.7% | -6.9% | -1.8% | -10.7% |
| 5Y | -19.3% | +3.7% | -23.1% | -25.4% |
| All | +28.5% | +52.3% | -23.7% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling