-14.5%
OWL vs BAM
+85.6%
-100.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +1.5% | -2.7% | +4.2% | +4.2% |
| 30D | +13.4% | +15.5% | -2.1% | -0.7% |
| 3M | -21.2% | -6.9% | -14.4% | -15.7% |
| 6M | +4.0% | +9.9% | -5.9% | -4.3% |
| YTD | -29.0% | +1.4% | -30.4% | -29.4% |
| 1Y | -28.4% | +3.3% | -31.7% | -29.9% |
| 3Y | -14.5% | +83.6% | -98.2% | -36.1% |
| All | -14.5% | +85.6% | -100.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling