-8.7%
OWL vs ALM
+907.8%
-916.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +5.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | +9.3% | -26.1% | +35.3% | +11.3% |
| 3M | -11.0% | -38.1% | +27.2% | -8.6% |
| 6M | +2.4% | -55.4% | +57.9% | +6.4% |
| YTD | -26.2% | -0.4% | -25.8% | -27.2% |
| 1Y | -27.4% | +25.4% | -52.8% | -29.7% |
| 3Y | -8.7% | +907.8% | -916.4% | -19.6% |
| All | -8.7% | +907.8% | -916.4% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling