+23.6%
OWL vs ARMK
+110.3%
-86.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.5% | +2.7% | -1.1% | +0.2% |
| 30D | +13.4% | -1.5% | +14.9% | +13.8% |
| 3M | -21.2% | -11.6% | -9.7% | -16.5% |
| 6M | +4.0% | +6.7% | -2.7% | -0.4% |
| YTD | -29.0% | +47.4% | -76.4% | -43.5% |
| 1Y | -28.4% | +41.5% | -69.9% | -41.7% |
| 3Y | -14.5% | +95.5% | -110.1% | -42.1% |
| 5Y | -21.5% | +108.4% | -129.8% | -51.2% |
| All | +23.6% | +110.3% | -86.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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