+22.6%
OWL vs AMBA
-38.5%
+61.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.4% | +2.3% | -4.9% |
| 7D | -5.0% | -14.6% | +9.6% | -1.4% |
| 30D | +9.0% | -18.8% | +27.8% | +14.1% |
| 3M | -12.7% | -32.6% | +19.9% | -5.0% |
| 6M | -4.0% | -25.8% | +21.8% | -2.5% |
| YTD | -29.6% | -22.1% | -7.5% | -29.9% |
| 1Y | -31.9% | -36.2% | +4.3% | -29.5% |
| 3Y | -13.1% | +10.0% | -23.1% | -26.9% |
| 5Y | -27.0% | -71.6% | +44.5% | -27.5% |
| All | +22.6% | -38.5% | +61.1% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling