-26.6%
OWL vs AMC
+38.0%
-64.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +2.0% |
| 7D | +10.1% | +17.7% | -7.6% | +7.6% |
| 30D | +18.7% | +26.2% | -7.4% | +14.8% |
| 3M | -6.2% | +31.3% | -37.5% | -10.2% |
| 6M | +9.8% | +142.8% | -133.0% | -8.4% |
| YTD | -24.2% | +125.6% | -149.8% | -35.6% |
| 1Y | -26.6% | +40.2% | -66.8% | -34.5% |
| All | -26.6% | +38.0% | -64.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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