-39.2%
OWL vs ADM
+45.4%
-84.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.2% |
| 7D | -10.1% | +2.5% | -12.6% | -9.9% |
| 30D | -11.9% | +9.5% | -21.4% | -11.3% |
| 3M | +10.7% | +10.6% | +0.1% | +11.4% |
| 6M | +22.1% | +24.0% | -1.9% | +23.6% |
| YTD | -24.8% | +54.0% | -78.8% | -26.4% |
| 1Y | -39.2% | +45.3% | -84.5% | -40.4% |
| All | -39.2% | +45.4% | -84.6% | -40.4% |
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