+427.5%
APH vs OWL
+32.0%
+395.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | 0.0% |
| 7D | +0.2% | -3.9% | +4.1% | +1.3% |
| 30D | -3.3% | -3.7% | +0.3% | -2.7% |
| 3M | +14.0% | +21.4% | -7.3% | +7.1% |
| 6M | +24.4% | +18.3% | +6.1% | +16.4% |
| YTD | +21.4% | -20.1% | +41.5% | +27.1% |
| 1Y | +48.9% | -32.8% | +81.7% | +63.1% |
| 3Y | +290.1% | +8.6% | +281.5% | +274.6% |
| 5Y | +352.8% | -4.5% | +357.3% | +323.4% |
| All | +427.5% | +32.0% | +395.5% | +376.4% |
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