-9.4%
OWL vs ADM
+6.0%
-15.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | +10.0% | -13.3% | +23.3% | +11.2% |
| 3M | -8.7% | -13.4% | +4.7% | -7.8% |
| 6M | +3.1% | -9.6% | +12.8% | +3.3% |
| YTD | -25.6% | +23.0% | -48.7% | -29.1% |
| 1Y | -25.5% | +27.4% | -52.9% | -29.4% |
| 3Y | -9.4% | +5.7% | -15.1% | -15.1% |
| All | -9.4% | +6.0% | -15.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling