+160.5%
APH vs OWL
+38.2%
+122.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.0% | -43.8% | -46.6% |
| 7D | -48.7% | -2.2% | -46.5% | -47.8% |
| 30D | -51.9% | +3.7% | -55.6% | -52.1% |
| 3M | -43.6% | +17.5% | -61.1% | -45.8% |
| 6M | -37.5% | +18.5% | -56.1% | -40.8% |
| YTD | -38.6% | -16.3% | -22.3% | -35.8% |
| 1Y | -26.3% | -29.7% | +3.4% | -19.4% |
| 3Y | +89.2% | +14.2% | +75.0% | +81.3% |
| 5Y | +119.8% | +2.5% | +117.3% | +105.1% |
| All | +160.5% | +38.2% | +122.3% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling