+81.2%
ARM vs OWL
-29.0%
+110.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.2% |
| 7D | +5.5% | -2.2% | +7.7% | +6.4% |
| 30D | -8.2% | +3.7% | -11.9% | -9.8% |
| 3M | -35.9% | +17.5% | -53.4% | -40.0% |
| 6M | +103.1% | +18.5% | +84.6% | +88.0% |
| YTD | +130.6% | -16.3% | +147.0% | +136.3% |
| All | +81.2% | -29.0% | +110.2% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling