-30.7%
OWL vs AMDL
+126.1%
-156.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.6% | +0.7% |
| 7D | -10.1% | +15.9% | -26.0% | -11.8% |
| 30D | -11.9% | +10.5% | -22.4% | -13.4% |
| 3M | +10.7% | -4.7% | +15.5% | +7.9% |
| 6M | +22.1% | +355.2% | -333.0% | -8.2% |
| YTD | -24.8% | +270.9% | -295.7% | -43.3% |
| 1Y | -39.2% | +499.5% | -538.7% | -59.3% |
| All | -30.7% | +126.1% | -156.8% | -57.6% |
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