+50.9%
APO vs OWL
-12.9%
+63.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.8% | +1.5% | +4.2% | +4.6% |
| 30D | +8.9% | +13.4% | -4.5% | 0.0% |
| 3M | -13.6% | -21.2% | +7.6% | +0.5% |
| 6M | -5.4% | +4.0% | -9.4% | -9.6% |
| YTD | -13.6% | -29.0% | +15.4% | +6.3% |
| 1Y | -2.5% | -28.4% | +25.9% | +18.7% |
| 3Y | +50.9% | -14.5% | +65.4% | +80.1% |
| All | +50.9% | -12.9% | +63.7% | +80.1% |
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