+23.6%
OWL vs ADM
+70.1%
-46.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | +1.5% | +4.2% | -2.6% | +0.6% |
| 30D | +13.4% | -12.8% | +26.3% | +16.7% |
| 3M | -21.2% | -8.5% | -12.8% | -20.1% |
| 6M | +4.0% | -10.9% | +14.9% | +5.8% |
| YTD | -29.0% | +29.4% | -58.4% | -34.9% |
| 1Y | -28.4% | +27.5% | -56.0% | -34.2% |
| 3Y | -14.5% | +10.3% | -24.9% | -20.1% |
| 5Y | -21.5% | +27.4% | -48.8% | -30.7% |
| All | +23.6% | +70.1% | -46.5% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling