+205.8%
APO vs OWL
+24.2%
+181.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | -3.5% | -10.1% | +6.6% | +2.2% |
| 30D | -6.6% | -11.9% | +5.4% | 0.0% |
| 3M | -3.3% | +10.7% | -14.0% | -9.0% |
| 6M | +22.6% | +22.1% | +0.5% | +8.3% |
| YTD | -9.8% | -24.8% | +15.0% | +3.3% |
| 1Y | -3.9% | -39.2% | +35.3% | +22.8% |
| 3Y | +52.5% | +1.7% | +50.7% | +54.4% |
| 5Y | +134.0% | -15.5% | +149.5% | +135.1% |
| All | +205.8% | +24.2% | +181.6% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling