+29.3%
OWL vs AME
+103.2%
-73.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.3% |
| 7D | -11.9% | 0.0% | -11.9% | -11.9% |
| 30D | -13.7% | -8.6% | -5.1% | -7.5% |
| 3M | +12.3% | +5.8% | +6.5% | +7.2% |
| 6M | +15.0% | +3.8% | +11.2% | +10.4% |
| YTD | -25.7% | +14.4% | -40.2% | -34.7% |
| 1Y | -39.5% | +25.8% | -65.3% | -51.5% |
| 3Y | +0.9% | +55.2% | -54.3% | -32.2% |
| 5Y | -16.5% | +85.5% | -102.1% | -52.4% |
| All | +29.3% | +103.2% | -73.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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