-16.9%
OWL vs AMP
+122.1%
-139.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -10.1% | -0.5% | -9.6% | -9.7% |
| 30D | -11.9% | -1.3% | -10.6% | -10.8% |
| 3M | +10.7% | +24.2% | -13.5% | -9.0% |
| 6M | +22.1% | +24.6% | -2.4% | -0.3% |
| YTD | -24.8% | +14.8% | -39.6% | -34.4% |
| 1Y | -39.2% | +12.8% | -52.0% | -46.0% |
| 3Y | +1.7% | +69.0% | -67.2% | -36.0% |
| All | -16.9% | +122.1% | -139.0% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling