+296.4%
ARM vs OWL
+12.3%
+284.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.4% |
| 7D | +5.5% | -2.2% | +7.7% | +7.0% |
| 30D | -8.2% | +3.7% | -11.9% | -10.9% |
| 3M | -35.9% | +17.5% | -53.4% | -42.9% |
| 6M | +103.1% | +18.5% | +84.6% | +77.5% |
| YTD | +130.6% | -16.3% | +147.0% | +154.9% |
| 1Y | +86.1% | -29.7% | +115.8% | +129.2% |
| All | +296.4% | +12.3% | +284.1% | +251.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling