-29.7%
OWL vs AMP
+11.4%
-41.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | -2.2% | +0.2% | -2.5% | -2.4% |
| 30D | +3.7% | -0.1% | +3.8% | +3.8% |
| 3M | +17.5% | +23.6% | -6.0% | +1.0% |
| 6M | +18.5% | +20.4% | -1.8% | +3.9% |
| YTD | -16.3% | +15.4% | -31.8% | -26.1% |
| 1Y | -29.7% | +11.0% | -40.7% | -37.0% |
| All | -29.7% | +11.4% | -41.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling