+268.6%
ARM vs OWL
-12.9%
+281.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | +1.5% | +7.6% | +8.0% |
| 30D | -19.9% | +13.4% | -33.4% | -27.0% |
| 3M | -31.6% | -21.2% | -10.4% | -21.0% |
| 6M | -13.9% | +4.0% | -17.9% | -17.8% |
| YTD | +74.3% | -29.0% | +103.3% | +113.2% |
| 1Y | +35.8% | -28.4% | +64.2% | +64.0% |
| 3Y | +268.6% | -14.5% | +283.1% | +215.6% |
| All | +268.6% | -12.9% | +281.5% | +215.6% |
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