-35.6%
OWL vs AMDL
+47.6%
-83.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -3.0% |
| 7D | -4.9% | -26.2% | +21.3% | -2.9% |
| 30D | +7.8% | -57.1% | +64.9% | +15.6% |
| 3M | -12.7% | -29.8% | +17.2% | -12.2% |
| 6M | -2.8% | -22.2% | +19.4% | -7.8% |
| YTD | -30.1% | +142.1% | -172.2% | -46.2% |
| 1Y | -29.1% | +85.8% | -114.9% | -43.8% |
| All | -35.6% | +47.6% | -83.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling