+34.6%
OWL vs ALM
+1,437.1%
-1,402.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.0% |
| 7D | -6.4% | +3.6% | -10.0% | -6.6% |
| 30D | -5.0% | +33.8% | -38.8% | -6.5% |
| 3M | +15.4% | +14.8% | +0.6% | +14.1% |
| 6M | +15.5% | -7.0% | +22.4% | +14.7% |
| YTD | -22.7% | +108.1% | -130.7% | -26.0% |
| 1Y | -34.1% | +313.8% | -347.8% | -38.9% |
| 3Y | +5.1% | +2,227.6% | -2,222.5% | -9.6% |
| 5Y | -11.5% | +956.6% | -968.1% | -22.3% |
| All | +34.6% | +1,437.1% | -1,402.5% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling