+45.7%
OWL vs AME
+106.2%
-60.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.9% |
| 7D | -2.2% | +0.6% | -2.9% | -2.7% |
| 30D | +3.7% | -6.7% | +10.4% | +9.3% |
| 3M | +17.5% | +4.1% | +13.4% | +13.6% |
| 6M | +18.5% | +1.6% | +17.0% | +15.8% |
| YTD | -16.3% | +16.1% | -32.5% | -27.3% |
| 1Y | -29.7% | +27.3% | -57.1% | -44.2% |
| 3Y | +14.2% | +50.9% | -36.7% | -21.4% |
| 5Y | +2.5% | +81.4% | -78.9% | -41.7% |
| All | +45.7% | +106.2% | -60.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling