+23.6%
OWL vs AMC
-91.7%
+115.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.3% |
| 7D | +0.8% | +8.4% | -7.6% | +0.6% |
| 30D | +7.3% | +9.2% | -1.8% | +7.1% |
| 3M | -16.8% | +32.0% | -48.9% | -17.4% |
| 6M | +4.0% | +149.3% | -145.2% | +1.6% |
| YTD | -29.0% | +114.1% | -143.1% | -30.5% |
| 1Y | -29.7% | +35.8% | -65.4% | -30.6% |
| 3Y | -13.5% | -58.3% | +44.8% | -13.9% |
| 5Y | -21.5% | -99.2% | +77.7% | -20.3% |
| All | +23.6% | -91.7% | +115.3% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling