+23.6%
OWL vs AMBA
-32.0%
+55.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.8% |
| 7D | +0.8% | +10.7% | -9.9% | -1.6% |
| 30D | +7.3% | -5.0% | +12.4% | +8.3% |
| 3M | -16.8% | -26.9% | +10.1% | -11.2% |
| 6M | +4.0% | -21.9% | +25.9% | +4.7% |
| YTD | -29.0% | -13.8% | -15.2% | -31.0% |
| 1Y | -29.7% | -36.1% | +6.4% | -26.8% |
| 3Y | -13.5% | +21.6% | -35.1% | -28.9% |
| 5Y | -21.5% | -68.8% | +47.3% | -23.7% |
| All | +23.6% | -32.0% | +55.6% | +16.6% |
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