-26.3%
APH vs OWL
-29.1%
+2.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.0% | -43.8% | -47.1% |
| 7D | -48.7% | -2.2% | -46.5% | -48.1% |
| 30D | -51.9% | +3.7% | -55.6% | -51.7% |
| 3M | -43.6% | +17.5% | -61.1% | -44.2% |
| 6M | -37.5% | +18.5% | -56.1% | -38.2% |
| YTD | -38.6% | -16.3% | -22.3% | -37.3% |
| 1Y | -26.3% | -29.7% | +3.4% | -23.7% |
| All | -26.3% | -29.1% | +2.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling