-28.7%
OWL vs AMDL
+131.0%
-159.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.3% | -3.9% |
| 7D | -6.4% | +29.0% | -35.3% | -9.3% |
| 30D | -5.0% | +19.1% | -24.1% | -7.4% |
| 3M | +15.4% | +1.8% | +13.6% | +11.4% |
| 6M | +15.5% | +374.4% | -358.9% | -13.6% |
| YTD | -22.7% | +278.9% | -301.6% | -41.8% |
| 1Y | -34.1% | +510.6% | -544.6% | -55.9% |
| All | -28.7% | +131.0% | -159.7% | -56.5% |
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 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