+21.7%
OWL vs AMC
-92.2%
+113.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | -4.9% | +2.6% | -7.6% | -5.0% |
| 30D | +7.8% | +9.0% | -1.2% | +7.6% |
| 3M | -12.7% | +22.2% | -34.8% | -13.1% |
| 6M | -2.8% | +91.5% | -94.3% | -4.5% |
| YTD | -30.1% | +101.3% | -131.4% | -31.5% |
| 1Y | -29.1% | +20.8% | -49.9% | -29.9% |
| 3Y | -12.3% | -71.3% | +59.1% | -12.2% |
| 5Y | -27.5% | -99.2% | +71.7% | -26.4% |
| All | +21.7% | -92.2% | +113.9% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling