-34.6%
OWL vs AMDL
+102.5%
-137.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +1.8% |
| 7D | +1.5% | +37.2% | -35.7% | -2.5% |
| 30D | +13.4% | -24.0% | +37.5% | +13.7% |
| 3M | -21.2% | -1.0% | -20.2% | -24.2% |
| 6M | +4.0% | -3.2% | +7.2% | -3.7% |
| YTD | -29.0% | +232.2% | -261.2% | -47.5% |
| 1Y | -28.4% | +137.7% | -166.2% | -44.7% |
| All | -34.6% | +102.5% | -137.1% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling