-10.7%
OWL vs AME
+62.6%
-73.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.8% |
| 30D | +11.6% | -4.1% | +15.7% | +14.1% |
| 3M | -13.8% | -6.3% | -7.4% | -10.6% |
| 6M | +7.8% | +3.5% | +4.3% | +3.9% |
| YTD | -25.8% | +17.3% | -43.1% | -36.3% |
| 1Y | -26.5% | +22.0% | -48.5% | -39.1% |
| All | -10.7% | +62.6% | -73.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling