+39.1%
OWL vs AMC
-93.6%
+132.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.4% |
| 7D | -3.9% | -0.8% | -3.2% | -3.9% |
| 30D | -3.7% | -1.2% | -2.5% | -3.6% |
| 3M | +21.4% | +42.2% | -20.8% | +20.1% |
| 6M | +18.3% | +118.8% | -100.5% | +16.0% |
| YTD | -20.1% | +64.1% | -84.2% | -21.3% |
| 1Y | -32.8% | -9.5% | -23.2% | -33.1% |
| 3Y | +8.6% | -64.3% | +72.9% | +8.5% |
| 5Y | -4.5% | -99.5% | +95.0% | -2.5% |
| All | +39.1% | -93.6% | +132.7% | +53.1% |
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