+0.1%
OWL vs AFRM
-23.1%
+23.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.2% |
| 7D | -2.2% | -7.0% | +4.7% | -0.8% |
| 30D | +3.7% | -7.8% | +11.5% | +5.4% |
| 3M | +17.5% | +5.3% | +12.2% | +15.7% |
| 6M | +18.5% | +42.6% | -24.1% | +9.0% |
| YTD | -16.3% | -2.8% | -13.5% | -17.1% |
| 1Y | -29.7% | -19.3% | -10.4% | -28.3% |
| 3Y | +14.2% | +231.0% | -216.8% | -21.3% |
| All | +0.1% | -23.1% | +23.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling