+30.9%
OWL vs AMCR
-3.2%
+34.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -10.1% | -6.3% | -3.9% | -7.7% |
| 30D | -11.9% | -7.8% | -4.1% | -9.0% |
| 3M | +10.7% | +7.5% | +3.2% | +7.4% |
| 6M | +22.1% | +2.7% | +19.4% | +19.9% |
| YTD | -24.8% | +6.0% | -30.8% | -28.1% |
| 1Y | -39.2% | +7.8% | -47.0% | -42.5% |
| 3Y | +1.7% | +5.8% | -4.0% | -5.8% |
| 5Y | -15.5% | -11.6% | -3.9% | -13.0% |
| All | +30.9% | -3.2% | +34.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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