+285.2%
APH vs OWL
-21.6%
+306.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.9% | +1.5% | +3.3% | +4.4% |
| 30D | -5.4% | +13.4% | -18.8% | -9.5% |
| 3M | -5.5% | -21.2% | +15.8% | +1.5% |
| 6M | +25.9% | +4.0% | +21.9% | +22.1% |
| YTD | +16.4% | -29.0% | +45.4% | +27.4% |
| 1Y | +16.5% | -28.4% | +44.9% | +26.7% |
| 3Y | +270.9% | -14.5% | +285.4% | +271.7% |
| All | +285.2% | -21.6% | +306.8% | +280.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling