+23.6%
OWL vs AME
+110.3%
-86.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +1.5% | +5.9% | -4.3% | -2.7% |
| 30D | +13.4% | -1.9% | +15.3% | +14.3% |
| 3M | -21.2% | -5.4% | -15.9% | -18.6% |
| 6M | +4.0% | +4.9% | -0.9% | -1.2% |
| YTD | -29.0% | +18.5% | -47.5% | -39.8% |
| 1Y | -28.4% | +25.5% | -53.9% | -42.3% |
| 3Y | -14.5% | +63.0% | -77.6% | -45.3% |
| 5Y | -21.5% | +78.3% | -99.8% | -55.8% |
| All | +23.6% | +110.3% | -86.7% | -34.8% |
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