-38.7%
OWL vs AMRZ
-20.3%
-18.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | -11.9% | -8.1% | -3.8% | -9.3% |
| 30D | -13.7% | -14.8% | +1.1% | -9.0% |
| 3M | +12.3% | -19.7% | +32.0% | +20.1% |
| 6M | +15.0% | -30.8% | +45.8% | +28.1% |
| YTD | -25.7% | -24.3% | -1.4% | -20.8% |
| 1Y | -39.5% | -24.0% | -15.5% | -37.1% |
| All | -38.7% | -20.3% | -18.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling