-31.9%
OWL vs AMDL
+87.1%
-119.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +26.8% | -21.2% | +2.8% |
| 7D | -2.4% | +10.3% | -12.6% | -4.4% |
| 30D | +9.3% | -38.3% | +47.5% | +12.6% |
| 3M | -11.0% | -8.7% | -2.2% | -13.2% |
| 6M | +2.4% | -14.4% | +16.8% | -3.4% |
| YTD | -26.2% | +206.9% | -233.1% | -44.7% |
| 1Y | -27.4% | +144.4% | -171.8% | -44.4% |
| All | -31.9% | +87.1% | -119.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling