+293.4%
ARM vs OWL
-8.9%
+302.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.2% | +12.2% |
| 7D | +6.0% | -2.1% | +8.2% | +7.9% |
| 30D | -20.3% | +11.6% | -31.9% | -26.3% |
| 3M | -24.4% | -13.8% | -10.6% | -17.7% |
| 6M | -4.4% | +7.8% | -12.2% | -10.8% |
| YTD | +86.0% | -25.8% | +111.8% | +121.4% |
| 1Y | +35.8% | -26.5% | +62.3% | +61.9% |
| All | +293.4% | -8.9% | +302.4% | +227.6% |
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 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