+0.1%
OWL vs AMBA
-54.5%
+54.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.2% | -11.0% | +8.7% | +0.7% |
| 30D | +3.7% | -23.2% | +26.8% | +11.0% |
| 3M | +17.5% | -12.7% | +30.2% | +17.7% |
| 6M | +18.5% | +11.2% | +7.3% | +7.7% |
| YTD | -16.3% | -11.2% | -5.1% | -19.0% |
| 1Y | -29.7% | -22.5% | -7.2% | -30.8% |
| 3Y | +14.2% | -1.3% | +15.5% | -2.8% |
| All | +0.1% | -54.5% | +54.6% | -9.9% |
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 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