+174.6%
ARM vs OWL
-6.2%
+180.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.2% |
| 7D | -15.2% | -4.9% | -10.3% | -12.5% |
| 30D | -40.7% | +7.8% | -48.5% | -44.0% |
| 3M | -39.1% | -12.7% | -26.4% | -34.6% |
| 6M | -26.4% | -2.8% | -23.6% | -26.5% |
| YTD | +59.7% | -30.1% | +89.8% | +96.1% |
| 1Y | +10.3% | -29.1% | +39.4% | +33.0% |
| 3Y | +228.9% | -12.3% | +241.1% | +230.7% |
| All | +174.6% | -6.2% | +180.8% | +170.6% |
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