+34.6%
OWL vs ADM
+101.9%
-67.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.7% |
| 7D | -6.4% | +1.4% | -7.7% | -6.7% |
| 30D | -5.0% | +8.2% | -13.2% | -6.8% |
| 3M | +15.4% | +8.7% | +6.7% | +12.7% |
| 6M | +15.5% | +29.1% | -13.6% | +7.5% |
| YTD | -22.7% | +53.7% | -76.3% | -31.5% |
| 1Y | -34.1% | +43.2% | -77.3% | -40.6% |
| 3Y | +5.1% | +21.4% | -16.3% | -2.3% |
| 5Y | -11.5% | +67.1% | -78.6% | -27.4% |
| All | +34.6% | +101.9% | -67.3% | +3.3% |
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