-26.6%
OWL vs ADM
+29.8%
-56.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +10.1% | -8.3% | +18.4% | +8.8% |
| 30D | +18.7% | -14.1% | +32.8% | +16.2% |
| 3M | -6.2% | -10.7% | +4.6% | -7.6% |
| 6M | +9.8% | -5.9% | +15.7% | +8.1% |
| YTD | -24.2% | +25.8% | -49.9% | -26.1% |
| 1Y | -26.6% | +21.3% | -47.9% | -28.5% |
| All | -26.6% | +29.8% | -56.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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