+34.6%
OWL vs AMCR
-1.4%
+36.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.1% |
| 7D | -6.4% | -6.3% | -0.1% | -3.8% |
| 30D | -5.0% | -7.1% | +2.1% | -2.1% |
| 3M | +15.4% | +12.7% | +2.7% | +9.8% |
| 6M | +15.5% | +5.2% | +10.3% | +12.3% |
| YTD | -22.7% | +8.1% | -30.7% | -26.7% |
| 1Y | -34.1% | +11.7% | -45.8% | -38.7% |
| 3Y | +5.1% | +9.9% | -4.8% | -4.6% |
| 5Y | -11.5% | -8.7% | -2.8% | -9.6% |
| All | +34.6% | -1.4% | +36.0% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling