+13.7%
OWL vs BAM
+84.8%
-71.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.3% |
| 7D | -2.1% | -2.9% | +0.7% | +0.4% |
| 30D | +11.6% | +14.7% | -3.1% | -0.6% |
| 3M | -13.8% | -4.1% | -9.7% | -10.4% |
| 6M | +7.8% | +9.6% | -1.7% | +0.2% |
| YTD | -25.8% | +3.4% | -29.2% | -27.3% |
| 1Y | -26.5% | +1.0% | -27.5% | -26.7% |
| 3Y | -9.6% | +88.2% | -97.8% | -37.7% |
| All | +13.7% | +84.8% | -71.1% | -22.2% |
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