-28.4%
OWL vs AMBA
-35.5%
+7.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.5% | +2.7% | -1.1% | +1.2% |
| 30D | +13.4% | -2.2% | +15.6% | +13.5% |
| 3M | -21.2% | -26.6% | +5.4% | -18.3% |
| 6M | +4.0% | -26.8% | +30.8% | +4.5% |
| YTD | -29.0% | -15.1% | -13.9% | -33.1% |
| 1Y | -28.4% | -32.3% | +3.8% | -32.0% |
| All | -28.4% | -35.5% | +7.1% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling