+414.5%
APH vs OWL
+17.3%
+397.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.6% |
| 7D | +11.1% | +0.8% | +10.3% | +10.9% |
| 30D | -7.3% | +7.3% | -14.6% | -9.4% |
| 3M | -6.2% | -16.8% | +10.7% | -1.9% |
| 6M | +24.9% | +4.0% | +20.9% | +21.8% |
| YTD | +18.4% | -29.0% | +47.4% | +27.7% |
| 1Y | +13.0% | -29.7% | +42.6% | +21.9% |
| 3Y | +276.4% | -13.5% | +289.9% | +283.1% |
| 5Y | +296.4% | -21.5% | +317.9% | +283.2% |
| All | +414.5% | +17.3% | +397.2% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling