+13.9%
OWL vs AFRM
-28.4%
+42.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.5% | -4.4% | +5.9% | +2.4% |
| 30D | +13.4% | -7.7% | +21.1% | +15.1% |
| 3M | -21.2% | -16.9% | -4.4% | -18.7% |
| 6M | +4.0% | +2.5% | +1.5% | +3.0% |
| YTD | -29.0% | -12.5% | -16.5% | -28.3% |
| 1Y | -28.4% | -11.0% | -17.4% | -28.0% |
| 3Y | -14.5% | +184.6% | -199.1% | -34.2% |
| 5Y | -21.5% | -56.3% | +34.8% | -42.4% |
| All | +13.9% | -28.4% | +42.3% | -12.5% |
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