-26.0%
OWL vs AMC
+40.5%
-66.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.3% | -2.7% | +4.2% |
| 7D | -2.4% | +6.6% | -8.9% | -3.3% |
| 30D | +9.3% | +14.1% | -4.8% | +7.1% |
| 3M | -11.0% | +31.3% | -42.2% | -15.0% |
| 6M | +2.4% | +126.7% | -124.2% | -14.8% |
| YTD | -26.2% | +117.9% | -144.1% | -37.2% |
| All | -26.0% | +40.5% | -66.5% | -27.1% |
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 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