-29.7%
OWL vs AMDL
+384.9%
-414.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -1.4% |
| 7D | -2.2% | +4.5% | -6.8% | -2.6% |
| 30D | +3.7% | -4.4% | +8.1% | +3.8% |
| 3M | +17.5% | -30.5% | +48.0% | +17.9% |
| 6M | +18.5% | +300.9% | -282.3% | +0.7% |
| YTD | -16.3% | +219.9% | -236.3% | -28.6% |
| 1Y | -29.7% | +374.7% | -404.4% | -40.5% |
| All | -29.7% | +384.9% | -414.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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