+29.3%
OWL vs ARMK
+121.3%
-92.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -11.9% | -0.9% | -11.0% | -11.5% |
| 30D | -13.7% | -5.9% | -7.8% | -11.0% |
| 3M | +12.3% | +6.7% | +5.5% | +8.1% |
| 6M | +15.0% | +42.5% | -27.5% | -5.9% |
| YTD | -25.7% | +55.1% | -80.9% | -42.2% |
| 1Y | -39.5% | +50.3% | -89.8% | -52.0% |
| 3Y | +0.9% | +122.2% | -121.3% | -36.0% |
| 5Y | -16.5% | +155.2% | -171.7% | -49.8% |
| All | +29.3% | +121.3% | -92.0% | -22.4% |
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