+434.1%
APH vs OWL
+38.2%
+395.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +5.0% | -2.2% | +7.2% | +5.5% |
| 30D | -3.9% | +3.7% | -7.6% | -5.2% |
| 3M | +13.0% | +17.5% | -4.5% | +7.2% |
| 6M | +25.2% | +18.5% | +6.6% | +17.2% |
| YTD | +22.9% | -16.3% | +39.3% | +27.1% |
| 1Y | +47.8% | -29.7% | +77.6% | +59.9% |
| 3Y | +283.0% | +14.2% | +268.9% | +262.7% |
| 5Y | +349.7% | +2.5% | +347.2% | +314.8% |
| All | +434.1% | +38.2% | +395.9% | +376.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling