-21.5%
OWL vs AMBA
-68.7%
+47.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.7% |
| 7D | +0.8% | +10.7% | -9.9% | -1.9% |
| 30D | +7.3% | -5.0% | +12.4% | +8.4% |
| 3M | -16.8% | -26.9% | +10.1% | -10.6% |
| 6M | +4.0% | -21.9% | +25.9% | +4.5% |
| YTD | -29.0% | -13.8% | -15.2% | -31.4% |
| 1Y | -29.7% | -36.1% | +6.4% | -26.5% |
| 3Y | -13.5% | +21.6% | -35.1% | -31.9% |
| 5Y | -21.5% | -68.8% | +47.3% | -24.0% |
| All | -21.5% | -68.7% | +47.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling