-4.5%
OWL vs ARMK
+148.1%
-152.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.3% |
| 7D | -3.9% | +1.7% | -5.6% | -4.9% |
| 30D | -3.7% | +3.1% | -6.8% | -5.6% |
| 3M | +21.4% | +9.2% | +12.2% | +14.7% |
| 6M | +18.3% | +43.7% | -25.3% | -6.1% |
| YTD | -20.1% | +57.4% | -77.5% | -40.4% |
| 1Y | -32.8% | +51.9% | -84.6% | -48.6% |
| 3Y | +8.6% | +125.4% | -116.8% | -37.0% |
| 5Y | -4.5% | +149.1% | -153.5% | -48.5% |
| All | -4.5% | +148.1% | -152.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling