-36.1%
OWL vs AMRZ
-19.2%
-16.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.4% |
| 7D | -6.4% | -4.7% | -1.7% | -4.8% |
| 30D | -5.0% | -11.3% | +6.3% | -1.1% |
| 3M | +15.4% | -22.1% | +37.5% | +24.5% |
| 6M | +15.5% | -29.6% | +45.1% | +27.8% |
| YTD | -22.7% | -23.3% | +0.6% | -17.9% |
| 1Y | -34.1% | -23.7% | -10.3% | -31.6% |
| All | -36.1% | -19.2% | -16.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling