+28.5%
OWL vs AMBA
-31.3%
+59.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.3% | +4.4% |
| 7D | -2.4% | 0.0% | -2.3% | -2.4% |
| 30D | +9.3% | -8.6% | +17.9% | +11.3% |
| 3M | -11.0% | -29.0% | +18.0% | -4.3% |
| 6M | +2.4% | -19.2% | +21.7% | +2.1% |
| YTD | -26.2% | -13.0% | -13.2% | -28.4% |
| 1Y | -27.4% | -31.3% | +3.8% | -26.0% |
| 3Y | -8.7% | +28.1% | -36.8% | -25.9% |
| 5Y | -19.3% | -69.4% | +50.1% | -21.7% |
| All | +28.5% | -31.3% | +59.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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