-4.5%
OWL vs ALM
+1,033.0%
-1,037.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.3% | -5.0% |
| 7D | -3.9% | +8.4% | -12.4% | -4.4% |
| 30D | -3.7% | +34.8% | -38.5% | -5.5% |
| 3M | +21.4% | +16.2% | +5.2% | +19.6% |
| 6M | +18.3% | +2.1% | +16.2% | +16.7% |
| YTD | -20.1% | +117.0% | -137.1% | -24.6% |
| 1Y | -32.8% | +313.9% | -346.6% | -39.1% |
| 3Y | +8.6% | +2,327.9% | -2,319.4% | -12.7% |
| 5Y | -4.5% | +1,040.6% | -1,045.1% | -19.3% |
| All | -4.5% | +1,033.0% | -1,037.5% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling