+8.6%
OWL vs ALM
+2,327.9%
-2,319.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.3% | -4.9% |
| 7D | -3.9% | +8.4% | -12.4% | -4.4% |
| 30D | -3.7% | +34.8% | -38.5% | -5.3% |
| 3M | +21.4% | +16.2% | +5.2% | +19.8% |
| 6M | +18.3% | +2.1% | +16.2% | +16.9% |
| YTD | -20.1% | +117.0% | -137.1% | -23.8% |
| 1Y | -32.8% | +313.9% | -346.6% | -37.9% |
| 3Y | +8.6% | +2,327.9% | -2,319.4% | -1.0% |
| All | +8.6% | +2,327.9% | -2,319.4% | -1.0% |
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