-26.6%
OWL vs AMP
+18.6%
-45.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | -0.1% |
| 7D | +10.1% | +7.7% | +2.5% | +4.5% |
| 30D | +18.7% | +6.6% | +12.2% | +13.3% |
| 3M | -6.2% | -4.7% | -1.5% | -3.1% |
| 6M | +9.8% | +12.9% | -3.1% | +0.7% |
| YTD | -24.2% | +8.6% | -32.8% | -30.6% |
| 1Y | -26.6% | +18.2% | -44.8% | -38.9% |
| All | -26.6% | +18.6% | -45.1% | -38.9% |
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