+252.0%
APLD vs OWL
-9.3%
+261.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +3.8% |
| 7D | +3.1% | -2.4% | +5.4% | +4.9% |
| 30D | -29.4% | +9.3% | -38.7% | -34.0% |
| 3M | -42.8% | -11.0% | -31.8% | -39.2% |
| 6M | -59.5% | +2.4% | -61.9% | -61.0% |
| YTD | -31.8% | -26.2% | -5.7% | -18.2% |
| 1Y | -46.0% | -27.4% | -18.6% | -34.1% |
| 3Y | +252.0% | -8.7% | +260.7% | +338.5% |
| All | +252.0% | -9.3% | +261.3% | +338.5% |
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