+416.6%
APH vs OWL
+20.1%
+396.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -5.0% | -1.2% | -3.9% | -4.6% |
| 30D | -8.4% | +7.6% | -15.9% | -10.4% |
| 3M | -4.5% | -10.7% | +6.2% | -2.1% |
| 6M | +25.3% | +0.9% | +24.4% | +23.3% |
| YTD | +18.9% | -27.3% | +46.2% | +27.4% |
| 1Y | +11.9% | -27.2% | +39.1% | +19.6% |
| 3Y | +278.0% | -11.4% | +289.4% | +282.3% |
| 5Y | +306.4% | -20.0% | +326.4% | +290.5% |
| All | +416.6% | +20.1% | +396.5% | +377.4% |
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