+18.4%
OWL vs AFRM
-25.2%
+43.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | -2.4% | -7.5% | +5.2% | -0.9% |
| 30D | +9.3% | -15.7% | +25.0% | +12.8% |
| 3M | -11.0% | -9.6% | -1.4% | -9.5% |
| 6M | +2.4% | +6.3% | -3.8% | +0.7% |
| YTD | -26.2% | -8.6% | -17.6% | -26.0% |
| 1Y | -27.4% | -7.6% | -19.9% | -27.6% |
| 3Y | -8.7% | +173.7% | -182.3% | -29.4% |
| 5Y | -19.3% | -56.9% | +37.6% | -41.3% |
| All | +18.4% | -25.2% | +43.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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