+21.7%
OWL vs AMBA
-34.8%
+56.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -2.2% |
| 7D | -4.9% | -7.2% | +2.3% | -3.3% |
| 30D | +7.8% | -10.4% | +18.2% | +10.2% |
| 3M | -12.7% | -30.1% | +17.5% | -5.8% |
| 6M | -2.8% | -22.4% | +19.6% | -2.3% |
| YTD | -30.1% | -17.3% | -12.7% | -31.4% |
| 1Y | -29.1% | -35.4% | +6.3% | -26.6% |
| 3Y | -12.3% | +18.6% | -30.9% | -27.5% |
| 5Y | -27.5% | -69.8% | +42.3% | -29.0% |
| All | +21.7% | -34.8% | +56.5% | +15.9% |
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