-4.5%
OWL vs ADM
+64.4%
-68.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -3.9% | -0.1% | -3.9% | -3.9% |
| 30D | -3.7% | +11.0% | -14.7% | -6.0% |
| 3M | +21.4% | +6.0% | +15.4% | +19.4% |
| 6M | +18.3% | +26.9% | -8.6% | +11.0% |
| YTD | -20.1% | +50.0% | -70.1% | -28.4% |
| 1Y | -32.8% | +39.6% | -72.4% | -38.8% |
| 3Y | +8.6% | +18.5% | -10.0% | +2.0% |
| 5Y | -4.5% | +62.6% | -67.0% | -19.1% |
| All | -4.5% | +64.4% | -68.9% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling