+29.4%
OWL vs ARMK
+111.4%
-81.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +10.0% | -1.3% | +11.3% | +10.3% |
| 3M | -8.7% | -2.5% | -6.2% | -8.1% |
| 6M | +3.1% | +20.8% | -17.6% | -7.8% |
| YTD | -25.6% | +48.2% | -73.8% | -41.0% |
| 1Y | -25.5% | +45.7% | -71.2% | -40.3% |
| 3Y | -9.4% | +96.6% | -106.0% | -38.8% |
| 5Y | -18.2% | +106.6% | -124.7% | -49.2% |
| All | +29.4% | +111.4% | -81.9% | -20.8% |
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