+28.5%
OWL vs AMC
-91.5%
+120.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.3% | -2.7% | +5.4% |
| 7D | -2.4% | +6.6% | -8.9% | -2.5% |
| 30D | +9.3% | +14.1% | -4.8% | +8.9% |
| 3M | -11.0% | +31.3% | -42.2% | -11.6% |
| 6M | +2.4% | +126.7% | -124.2% | +0.3% |
| YTD | -26.2% | +117.9% | -144.1% | -27.8% |
| 1Y | -27.4% | +41.1% | -68.5% | -28.5% |
| 3Y | -8.7% | -61.0% | +52.3% | -9.0% |
| 5Y | -19.3% | -99.1% | +79.8% | -18.2% |
| All | +28.5% | -91.5% | +120.1% | +40.6% |
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