+45.7%
OWL vs ACM
+43.6%
+2.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -2.2% | -3.7% | +1.5% | 0.0% |
| 30D | +3.7% | -11.1% | +14.8% | +10.0% |
| 3M | +17.5% | -8.0% | +25.5% | +21.8% |
| 6M | +18.5% | -29.7% | +48.2% | +44.7% |
| YTD | -16.3% | -29.4% | +13.0% | +0.7% |
| 1Y | -29.7% | -46.4% | +16.7% | +1.2% |
| 3Y | +14.2% | -22.3% | +36.5% | +25.6% |
| 5Y | +2.5% | +4.5% | -2.0% | -3.9% |
| All | +45.7% | +43.6% | +2.0% | +36.1% |
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