+84.0%
APLD vs OWL
-29.1%
+113.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.2% |
| 7D | +4.1% | -2.2% | +6.3% | +5.4% |
| 30D | -11.7% | +3.7% | -15.4% | -14.1% |
| 3M | -40.3% | +17.5% | -57.8% | -45.7% |
| 6M | -8.0% | +18.5% | -26.5% | -17.2% |
| YTD | +7.5% | -16.3% | +23.9% | +12.6% |
| 1Y | +84.0% | -29.7% | +113.7% | +96.8% |
| All | +84.0% | -29.1% | +113.2% | +96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling