-12.3%
OWL vs AFRM
+203.8%
-216.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -4.9% | -7.3% | +2.4% | -3.2% |
| 30D | +7.8% | -9.6% | +17.4% | +10.3% |
| 3M | -12.7% | -11.1% | -1.6% | -10.6% |
| 6M | -2.8% | +3.9% | -6.7% | -4.3% |
| YTD | -30.1% | -8.5% | -21.6% | -30.0% |
| 1Y | -29.1% | +3.3% | -32.3% | -31.0% |
| 3Y | -12.3% | +213.7% | -226.0% | -26.2% |
| All | -12.3% | +203.8% | -216.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling