+18.5%
OWL vs BAM
+67.8%
-49.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -1.2% |
| 7D | -6.4% | -3.9% | -2.5% | -3.1% |
| 30D | -5.0% | -8.8% | +3.8% | +3.0% |
| 3M | +15.4% | +2.2% | +13.2% | +13.9% |
| 6M | +15.5% | +5.9% | +9.6% | +11.1% |
| YTD | -22.7% | -6.1% | -16.6% | -17.9% |
| 1Y | -34.1% | -11.6% | -22.4% | -26.6% |
| 3Y | +5.1% | +51.7% | -46.6% | -15.7% |
| All | +18.5% | +67.8% | -49.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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