-41.4%
OWL vs AMRZ
-19.2%
-22.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +2.4% |
| 30D | +13.4% | +13.0% | +0.5% | +8.9% |
| 3M | -21.2% | -12.1% | -9.1% | -17.6% |
| 6M | +4.0% | -19.1% | +23.2% | +11.2% |
| YTD | -29.0% | -23.3% | -5.7% | -24.5% |
| 1Y | -28.4% | -16.6% | -11.8% | -26.7% |
| All | -41.4% | -19.2% | -22.2% | -40.3% |
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 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