+34.2%
OWL vs AFRM
-20.4%
+54.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.3% |
| 7D | -2.2% | -7.0% | +4.7% | -1.0% |
| 30D | +3.7% | -7.8% | +11.5% | +5.2% |
| 3M | +17.5% | +5.3% | +12.2% | +16.0% |
| 6M | +18.5% | +42.6% | -24.1% | +10.4% |
| YTD | -16.3% | -2.8% | -13.5% | -17.0% |
| 1Y | -29.7% | -19.3% | -10.4% | -28.5% |
| 3Y | +14.2% | +231.0% | -216.8% | -15.3% |
| 5Y | +2.5% | -22.2% | +24.7% | -25.2% |
| All | +34.2% | -20.4% | +54.6% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling