+29.3%
OWL vs ALM
+1,289.5%
-1,260.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.5% |
| 7D | -11.9% | -7.1% | -4.8% | -11.6% |
| 30D | -13.7% | +24.7% | -38.4% | -14.8% |
| 3M | +12.3% | +8.3% | +3.9% | +11.3% |
| 6M | +15.0% | -22.2% | +37.2% | +15.2% |
| YTD | -25.7% | +88.1% | -113.8% | -28.6% |
| 1Y | -39.5% | +272.4% | -311.9% | -43.6% |
| 3Y | +0.9% | +2,004.1% | -2,003.2% | -12.8% |
| 5Y | -16.5% | +915.8% | -932.3% | -26.4% |
| All | +29.3% | +1,289.5% | -1,260.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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