-11.5%
OWL vs AME
+83.9%
-95.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -6.4% | +1.3% | -7.7% | -7.4% |
| 30D | -5.0% | -6.6% | +1.6% | +0.4% |
| 3M | +15.4% | +3.0% | +12.4% | +12.2% |
| 6M | +15.5% | +5.3% | +10.2% | +9.0% |
| YTD | -22.7% | +15.4% | -38.1% | -33.4% |
| 1Y | -34.1% | +26.8% | -60.9% | -48.6% |
| 3Y | +5.1% | +56.5% | -51.4% | -33.5% |
| 5Y | -11.5% | +85.2% | -96.7% | -54.0% |
| All | -11.5% | +83.9% | -95.4% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling