+276.0%
APH vs OWL
-8.9%
+284.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | -8.0% | +11.6% | -19.6% | -11.2% |
| 3M | -5.0% | -13.8% | +8.8% | -1.2% |
| 6M | +29.9% | +7.8% | +22.1% | +24.8% |
| YTD | +18.0% | -25.8% | +43.8% | +28.8% |
| 1Y | +11.3% | -26.5% | +37.8% | +21.6% |
| All | +276.0% | -8.9% | +284.9% | +285.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling