+311.3%
ARM vs OWL
+7.2%
+304.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.3% | +6.6% |
| 7D | +11.4% | -3.9% | +15.3% | +14.0% |
| 30D | -7.4% | -3.7% | -3.8% | -5.9% |
| 3M | -24.5% | +21.4% | -45.9% | -34.5% |
| 6M | +128.7% | +18.3% | +110.3% | +99.0% |
| YTD | +139.3% | -20.1% | +159.4% | +171.7% |
| 1Y | +88.0% | -32.8% | +120.7% | +137.7% |
| All | +311.3% | +7.2% | +304.1% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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